Karim Benzema claims Manchester United have tried to sign him "for the past three or four seasons".
Benzema, 24, transferred to Real Madrid from Lyon for £25 million in 2009 having been strongly linked with a move to Premier League side United.
Speculation has continued to suggest the Red Devils have a maintained interest in the France international, and Benzema has confirmed those rumours.
He is quoted as saying in the Sun: "The rumours about my future are common, every summer it's the same that I will be going to this club and that club.
"But I am very happy at Real Madrid and the thought about leaving has never crossed my mind. I know Manchester United have tried to sign me for the past three or four seasons.
"When I was at Lyon they and a number of other English clubs wanted me but could not agree terms with Lyon. Besides, I wanted to go to Spain and I can honestly say I have never regretted that decision.
"I'm still young and I have a contract at Madrid until 2015. I still want to achieve things at the club. I have had a taste of success after winning the Spanish title but I want more."
While Benzema is currently content at La Liga champions Real, he admitted he could one day consider a switch to the Premier League.
He added: "I would never say never about coming to England and, to be honest, I have no real preference in terms of teams. But that is a long way in the future, not something I would even consider at the moment."