The 28-year-old was one of a host of players said to be on their way out of Old Trafford after the UEFA Champions League final defeat to Barcelona.
Despite a poor showing in Rome the South Korean has arguably played his best football in a United shirt - since joining from PSV for £4million in July 2005 - in the months leading up to the final.
Now settled in England, Park highlighted that he wanted to continue plying his trade in Europe and that he had heard nothing of the proposed Al-Jazira switch.
"That's the first time I heard that. It's not true," he said. "I want to stay and play in Europe."
ImprovementPark was involved in another disappointing result on Tuesday, this time for his country, when they could only draw 0-0 with Oman in a warm-up match for their World Cup qualifying clash with UAE.
However, the winger, top scorer for his country in qualifying, was confident that he and his team-mates could raise their game for the UAE match in four days' time.
"It was a good warm-up for our 2010 World Cup qualifier with UAE," he added. "In order to adapt to the humid conditions in the middle-east, we need more time."
"It was a typical warm-up game with players trying to avoid injury. You will see a different performance against UAE."