Guerrero has recently been linked with a move away from the club, after impressing at the 2011 Copa America.
“I am on holiday and it is a fact that I am still under contract at Hamburg,” he told Deutsche Pressagentur.
“But, at some point in life, everyone fancies a change of scenery.”
But Hamburg insists they have received no bids for the highly-rated 27-year-old star.
General manager Frank Arnesen said: “I am very happy to see Paolo Guerrero become the top scorer at the Copa America. Scoring five goals at such a tournament is incredible.
“Up until now, Hamburg have not received any bids from any other clubs.”
