The 29-year-old has been linked with the likes of Juventus and Newcastle after impressing for West Brom since joining the club from Lokomotiv Moscow last summer.
“You never know what’s round the corner in football, but all I can say right now is that I’m very happy here at West Brom,” Odemwingie told Fifa’s official website.
“I’m not anxious to move again. Transfers can always happen but this club gave me a chance in England and, as long as I’m happy and I’m scoring goals, I’ve no problem staying here.”