Neill's future at Upton Park has been the subject of constant speculation with reports suggesting Newcastle enquired about signing him in the January transfer window.
The Australian's current contract expires in the summer and it was feared he would leave at the end of the season.
However, the former Blackburn man insists he is happy with life in East London and has never thought of moving.
"I've never had any intention of leaving," Neill told the News of the World.
"I love everything about the club. I love life in London and being settled, playing good football, feeling fit and excited about the future of the club.
"I have a great relationship with the manager. Why would I want to leave after the run we've been on?"