Ba has scored 16 goals in his last 17 games for Newcastle.
Ba was strongly linked with a move away from the Magpies in the January transfer window.
He said: “I never talked to anyone to say I wanted to leave. I was just listening to people saying: ‘He’s going there, he’s going there, he’s going there’ and I had a big smile on my face. It was funny to me.
“The most important thing is being happy with your football and I am happy here.
“I look at the table and think ‘Fifth? Woah!” We just need to continue our road, continue doing what we’re doing this season and see where we are in the end.
“We need to keep our focus but as long as we do that, we’ll have some very good games. I don’t want to talk about exactly where we’ll finish because it depends on a lot of things but as long as we keep going we’ll be a dangerous side.”
