Cavani also revealed that no club matched his €60m valuation during the summer, and until they do, he's unlikely to leave Napoli.
The Uruguayan forward has been linked with Chelsea for the past few months, and was thought to be lined up by the Blues as a replacement for Didier Drogba.
But Cavani revealed no significant bids came in during the summer.
Speaking to La Gazzetta dello Sport and quoted on Goal.com, Cavani said: "It is always difficult to change clubs and move to another city. If a club really wanted to sign me, they should have made Napoli an offer they could not turn down. This simply did not happen.
"It does not affect me that Napoli value me at €60m. These kinds of things are a matter between the club and my representatives.
"I am training and playing with the same intensity as if I were worth only 10% of that fee."
The Uruguay international in contracted with the Serie A side until 2017, but was rumoured to be a target for a number of clubs, including Chelsea, Manchester City, Real Madrid and Juventus.
Manchester City were linked with Cavani following Roberto Mancini's fallout with Carlos Tevez, but the City striker has since patched up his differences with the Italian manager and looks set to stay at the Etihad Stadium.
Even so, Cavani would be an excellent signing for Chelsea or Manchester City - the Napoli star has hit 55 league goals in 76 appearances - but the former Palermo forward wants to take his performances to the next level.
"Messi and Ronaldo are two great champions," said Cavani. "I am training hard every day to try and reach the same level as them."