The summer arrivals of Steven Fletcher and Louis Saha have increased competition for places in the Sunderland attack, with Fraizer Campbell and Ji Dong-Won also involved in the fight for a first-team place.
Wickham is yet to feature for the Black Cats this season and there has been speculation he could depart on loan to a Championship side in order to gain more first-team experience.
However, the 19-year-old, who moved to the Stadium of Light in an £8million deal from Ipswich in 2011, insists he has no plans to leave and is keen to fight for a regular role, although he accepts the decision is ultimately out of his hands.
He told the Gazette: "What happens in football happens, and if the club wants me to go out on loan then so be it.
"But personally, I'd like to stay and fight to get in the first-team squad, and get time on the pitch in the Premier League.
"The Premier League is where you want to play your football, and having worked hard to get here and made the move to a club like Sunderland, I want to make the most of it.
"I'm only young and I know I can improve, and I'm loving being at the club."