Interest from the Blues first emerged in the summer of 2017, with Antonio Conte reported to be in the market for a new left-back.
Uncertainty reigned until the deadline passed, but the rumours dragged on through to the January window.
Manchester United were also said to be keen at that stage, but Alex Sandro insists that he remained focused on events in Turin and never allowed his head to be turned.
The 27-yeard-old told Gazzetta dello Sport: "I have always remained focused on my work and my only thought has always been Juventus, with whom I still have two years of contract.
"I feel really good and I am satisfied with my condition today.
"My goal is first of all to win everything with Juventus. Then, the World Cup will come and I hope to deserve a call from the Selecao by doing well here."
Alex Sandro was not one of the 15 players recently named by Brazil coach Tite as being assured of a place in his World Cup plans this summer.
That means he still has to work to do in order to prove his worth and offer competition to Real Madrid star Marcelo.
He did his cause no harm in his last outing for Juve, with a match-winning goal recorded in a derby date with Torino.
Juve are also in the semi-finals of the Coppa Italia and readying themselves for the second leg of a Champions League last-16 encounter with Tottenham which is currently locked at 2-2.