The 25-year-old Croatia international full-back, who joined the La Liga outfit on a five-year deal from Italian side Sassuolo in summer 2016, has struggled for regular game-time with just 13 league starts to date.
Vrsaljko has been struggling with a knee injury while with Atletico and that has played a big part in his lack of time on the pitch.
And, despite Napoli looking at his situation as they bid to find January cover for long-term injury victim Faouzi Ghoulam, Vrsaljko insists he has no plans to leave the Wanda Metropolitano.
"I have no problems at Atletico Madrid," he told Mundo Deportivo.
"I’m not playing much at the moment, but there's no issue. [Coach Diego] Simeone invited me to talk 10 days ago and we discussed everything, from my physical condition to my football. It was a good conversation and I got a positive impression from it.
"I have a good rapport with Simeone, as he is a Coach who says what he thinks and also listens to the opinions of his players."
He added: "Links to Napoli? I won’t comment on that."