Officials at Aguero's Spanish club claim Chelsea failed last summer with a bid for the 21-year-old Argentina international, who scored twice against Carlo Ancelotti's men in the 2-2 Champions League draw this week.
"I know that people were saying they wanted me during the summer and that there were several teams tracking me but nothing ever came to me and I am happy at Atletico," Aguero said in AS newspaper. "It's nice that people say I could play in a team like Chelsea, one of the best in the world. I like it (Chelsea's interest) and it makes me happy but I am the same person as ever and I think the same as before."
He added: "I don't really want to think about any other team. I want to fight with Atletico to the death. I almost feel like I was born here. It's a club that has given me a lot, pleasure as well as pain, but it's a place I feel very happy."