The 18-year-old has impressed this season and his form has contributed to Southampton's surprising start to the season.
The latest of a long line of Southampton academy graduates tipped for big things, Shaw is happy to stay at the South coast club for the foreseeable future, having recently signed a contract.
"I don't really take notice of things that are written about me - it is frustrating at times, but I just laugh it off," Shaw is quoted as saying in the Independent.
"They (the media) don't know anything because they aren't around the training ground and in the dressing room with me.
"They should know that I've signed a contract at Southampton and I'm not even thinking about moving.
"I am happy at Southampton because I'm playing football, which is exactly what I want to be doing.
"There are a lot of people out there that like to twist things - especially on social media - but I've said a lot of times that I am happy here, so I'll just carry on."
Southampton - much like Shaw - have exceeded expectations so far this season.
Mauricio Pochettino's side currently sit sixth in the league, level on points with 2012 Champions Manchester City.
A string of impressive results and performances have led some to tip Southampton for European football next season and Shaw believes people are finally taking note of the club.
"I think people are starting to realise what sort of a club Southampton is," he said. "We are young and ambitious, and we want to go places in the next couple of years."
Southampton can relax this weekend as they don't have a Premier League fixture.