The 25-year-old has been with Atletico since 2014 and turned heads with 79 goals from 147 appearances in all competitions.
The France international forward has been linked to several top clubs, with Manchester United thought to be keen to acquire his services in the summer.
But, having played all his professional football in La Liga, with a five-year spell at Real Sociedad prior to joining Los Rojiblancos, the talented hit-man seems settled in his current surroundings and would only depart for one of the big three.
"Could I play for Real Madrid or Barcelona in the future? Why not," he told Marca. "It is every player’s dream to play for a big club like those two or for Bayern Munich.
"But I cannot see myself at Barca or Madrid at this stage, nor at any other club. I am happy where I am now.
"I have no intention of leaving Atletico, not for Paris Saint-Germain, not for China, not for MLS, not for Russia and not for any other destination."