Everton left-back Baines heads into the tournament with Manchester United being strongly linked with a move for his services this summer.
Baines has had another fine season at Goodison Park and is flattered by the speculation but is adamant all his thoughts are on helping England in Poland and Ukraine.
He said: "The United link is flattering. There is no harm in people talking about it because it is a great club.
"But I'm at a great club as well, a club that I love. The focus now is all on the tournament. There's not much time to let other things seep in. It's about getting your head on this job for the next six weeks and try to do the best you can. I'm not letting my focus shift to [my future] while I am in camp. I'm focused on what I'm doing at the moment."
Asked if it would be hard to leave Everton, he added: "Yes, obviously. You know what it means. I've been there for five years myself but also know first-hand what it means to a lot of people."