The 21-year-old had been linked with a switch to Championship outfit Derby over the summer.
While Brayford acknowledges his displays in the Alex's first few games were not up to scratch, he rejects the theory that Derby's well-documented interest in him affected his concentration.
"I don't think it did affect me but now the transfer window has shut all the speculation has stopped," he told the Crewe Chronicle.
"It dragged on for God knows how long and people seem to know more than me sometimes. It isn't nice when that happens but at the end of the day I am a professional and it is my job to get things done the right way."
He added: "I've always been happy at Crewe and I've never asked to leave. They brought me to the Football League and I am more than happy to be here."