The 21-year-old is currently on loan at Deportivo from Portuguese side Benfica.
Oliveira has recently been linked with the likes of Manchester City, Manchester United and Chelsea.
“I do not think about the rumours of leaving because I am good at La Coruna,” he told Marca.
“I am focused on having a good season here. The season has started now and I am not paying any interest to the news I could leave.”
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Summer 2016 is set to be a very exciting time for football fans, as this is when the long awaited Euro 2016 tournament kicks off.
Since Guus Hiddink arrived at the helm, Chelsea have improved considerably after a tricky start to the campaign.