Vlahovic, 23, signed for Juve from Fiorentina for a fee worth in excess of £62million in the winter window of 2022 yet has often been touted for a swift exit due to financial issues at the Serie A giants.
The latest reports out of Italy suggest Arsenal will be told to fork out £86m to land his signature in January, yet he has insisted that at no time has he been close to leaving Juventus.
"I didn’t experience it as a different summer from the others, from my point of view nothing happened," Vlahovic told La Gazzetta dello Sport.
"I have always been focused and calm, even during the tour in America, when I missed the match against AC Milan due to a physical problem. I have always been calm.
"I was always sure I wanted to stay. The noises are always there, and they are part of the game, if we start listening to everyone, we can go crazy.
"I isolated myself and only thought about the retreat and in the end I’m very happy I stayed. It was what I wanted."
Arsenal have also been tipped to sign a striker in January but Gabriel Jesus' return to fitness, combined with the improved form of Eddie Nketiah and Kai Havertz, may put those plans on hold. Instead, a new midfielder is thought to be their priority.
Vlahovic, meanwhile, has revealed that preliminary discussions over a new Juventus contract have begun.
"I play in one of the most important teams in the world," he added.
"I am honoured and proud, for now I see myself here. I still have two-and-a-half years left on my contract, but we are in no hurry. [Juve sporting director Cristiano] Giuntoli and my agent are already talking. I'm very happy to be here."