Ozil has recently been strongly linked with a move away from the Spanish side.
Real Madrid manager Jose Mourinho has recently suggested that Ozil "lacks quality".
Ozil told German newspaper Bild: "When you play for Real Madrid you cannot think of anything else. I know nothing and I have no reason to leave."
"I don't have to prove anything to anyone," he continued. "I do not play football to prove something to someone, but because I enjoy football."