Aguero has proved to be a major hit for City, scoring 30 goals following his move from Atletico Madrid last summer. The deal the Argentina international signed was a five-year one, taking him through to 2016, and Aguero has stressed he intends to stay at the Etihad Stadium until at least then.
"My future is at Manchester City," Aguero told the Times. "I want to stay here. My contract has four years left to run and I see myself being here at least as long as that."
He added: "There are always rumours, but there is no truth in them. I am not thinking about moving to Real Madrid or anywhere else."
Aguero's last-gasp strike against QPR on the final day of the Premier League season - which he rates as the best moment of his career - clinched what was City's first domestic championship since 1968, and the 23-year-old can see more silverware following for the Blues in the years to come.
"I can win everything that I want to win here," Aguero said. "We have won one title now and we can go on to win more. Once you have one, you are desperate for the second, the third, the fourth, and it will be the same with us."
"We won the Premier League this season. Why shouldn't we believe we can win it in years to come, too?
"We will be even better next season, I am certain of that. We had a lot of new players getting to know each other this year. We want to keep going."
City's maiden Champions League campaign last season ended in elimination in the group stage, and Aguero believes the club's exploits in the competition next term will be vital to shaping their reputation on the world stage.
"It is important for the club that we do well in the Champions League next season," Aguero said. "That is crucial if we are to show we are a power on the world stage."