The Brazilian is being courted by Real Madrid, who are seeking a replacement for new Juventus signing Cristiano Ronaldo.
However, Neymar says he has no plans to leave France this summer.
“I’ll stay. I have a contract with PSG and I’ve chosen to be there for the challenge, for new things and higher goals,” Neymar told Fox Sports.
“I won’t change my mind about it. I hope we can have a successful season, with new silverware, too.
“The press enjoys creating rumours, but everyone knows how much I care about PSG.”
PSG team-mate Kylian Mbappe has also been linked with Madrid.
Neymar is however looking forward to reuniting with the 19-year-old sensation under new PSG head coach Thomas Tuchel.
“He’s a phenomenon, a great player. We knew that for a while, I am with him on a daily basis and know just how much quality he has. I’m very happy for him for the World Cup, for the title,” Neymar added.
“I believe he can also fight [to be one of the best players in the world] in the next few years. It’ll be nice to meet him again, we’ve been talking daily, even during the World Cup.”