Speculation over the Italy striker's future has grown in recent weeks following his red card against Arsenal, after which City manager Roberto Mancini cast doubt whether the 21-year-old would play for the club again.
Former club Internazionale and Serie A champions AC Milan – the club Balotelli supported as a boy – have both been linked with moves to bring Balotelli back to Italy, but the striker said he wants to stay at the Etihad Stadium.
Balotelli returns from his suspension in time for the top-of-the-table clash against league leaders Manchester United, and insists he is fully focused on this season's title race.
In an interview with Italian sports daily Gazzetta Dello Sport, Balotelli said: "My future? Why do you always talk of Inter and Milan for me? I'm at City and I have no intention of changing shirt.
"Now I am just thinking about winning the title because I am sure that United will make mistakes.
"Certainly in the match with us, then, who knows.
Reports have surfaced of a rift between Balotelli and Mancini, who is said to be losing patience with his protégé, but Balotelli says he is fortunate to be working with his boss.
He said: "When I was at Inter Milan I called my mother to solve every little problem. Now I have to go it alone.
"First of all I need to improve as a player. I am lucky to work with Mancini. He's one of the best coaches in the world, maybe the best.
"After my red card against Arsenal he feared a long ban so he spoke about me with so harsh words.
"But we have explained things to each other. I know he believes in me, as he always has done."