The striker insists that none of the unsettling stories linking him with a departure from the Stadium of Light had emanated from his camp, but admits that a move to one of the most prestigious clubs in the world would interest any ambitious player.
However, doubts that Jones is fully committed to helping Sunderland avoid a third successive relegation battle have subsided following this month's man-of-the-match performances when he's recaptured the form that made him one of the Premier League's most coveted targetmen.
Speaking at the Academy of Light yesterday, Jones was mildly irritated by suggestions he had been angling for a move and believes that when it comes to demonstrating loyalty, actions speak louder than words.
Following a report in one national newspaper last month that Sunderland had agreed to let Jones join Liverpool for the remainder of the season the Trinidad and Tobago international sought assurances about his future from Steve Bruce.
The manager spoke to me, explained Jones. The reassuring speech came out to let me know the club still wanted me.
That is always nice to hear.
But sometimes a big situation like the transfer story can make it hard for the manager to say anything. But as far as I am concerned we are all needed.
If you noticed during all of this stuff I never came out and gave any indication that I wanted to leave or I was unhappy, anything like that. For me, that assumption is a bit far-fetched.
There was a lot of stuff being said by whoever and you can't stop that.
I didn't have any part to play in that whole situation.
There were stories going back and forth that were disturbing.
There is no possible way that you can avoid reading anything in the papers but you try and lock yourself away from it as much as possible.
If one of the world's big clubs comes in for you it's understandable a player might have the desire to go to that next level.
Until you sign a contract with a new club until then it's all just talk. January was a crazy time and now I have to focus on the games ahead.
Sunderland's status just three points above the relegation zone could become even more precarious following the upcoming trip to the Emirates.
But Jones is approaching the encounter at Arsenal in confident mood and was happy to note that the Sunderland faithful continue to appreciate his efforts for their team's cause.
It's great to know that they recognise that when I wear a Sunderland shirt I give it 100 per cent,'' he said.
I don't think the fans had any reason to believe that I was behind these rumours or that I wanted to leave.
All I can do to prove I am committed to Sunderland by showing it in games and hopefully people can then see it with their own eyes.
Central defender Anton Ferdinand is in contention to face Arsene Wenger's side on Saturday after returning to full training following an ankle injury.