The Spain international has been heavily linked with a move to the Premier League, but he insists that his focus remains fully on matters at the Vicente Calderon Stadium.
Gunners boss Arsene Wenger is believed to be considering bids for a number of creative players before the close of the January transfer window, and so Adrian is keen to play down rumours of a move to the Emirates Stadium.
"I try to isolate myself from the rumours," explained the 25-year-old. "We are used to them and do not take them seriously. I am very happy at Atletico."
Adrian is one of a number of Los Rojiblancos stars continually linked with moves away from the Spanish capital, with Colombian hit-man Radamel Falcao one of the most in-demand strikers in the world at the moment.
When quizzed about speculation suggesting a clause in his contract could see him leave Atletico Madrid for €18million - or £15.1million - the wide man revealed that he's in discussions with the club over a new contract, but admitted that there is no rush to get a deal signed.
"I am happy here and it is my intention to continue here. The good thing at the moment is that the team is doing very well. I would like to stay for a while yet."