The highly-rated midfielder has recently been linked with the likes of Chelsea, Barcelona and Real Madrid.
The Belgium international has admitted that he wants to play in either the Champions League or the Europa League.
Fellaini said: “If I have got to go, I will go. If not, I repeat, I am at Everton.
“I am ambitious; I want to play in the Champions League or in the Europa League.
“Last season we finished seventh with Everton, and we were not able to qualify for Europe, which was a shame.
“If an ambitious club comes in for me? Why not, just to gain experience but I’m on vacation right now, I do not give [speculation] too much attention.
“Every year they say I’ll be transferred to the left or right but I’m still at Everton.
“If it comes, I take, if it does not come, I stay at Everton, where I am happy, and where I still have a four-year contract.
“Everything goes fast in football. You can be transferred tomorrow, as you can be in one or two years.”