Fellaini signed a new long-term contract with the Toffees last season, but has recently been linked with the likes of Chelsea and Real Madrid.
“If I have got to go, I will go, if not, I repeat, I am at Everton,” he told Belgian radio station RTBF.
“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 us 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. For now, I’m on vacation, I try to arrive fresh at the start of next season. If there are any concrete offers yet? If this is the case, I am not aware.”
He added: “They talked about me in Chelsea? If I had to go there, I would have several friends – Hazard, Lukaku, De Bruyne, Courtois … There are many Belgians! It’s good for the national team.”
