Serbia international Stojkovic joined Latics on a six-month loan deal from Sporting Lisbon in January and has since made five appearances, albeit conceding 10 goals.
Although currently second choice to Chris Kirkland, Stojkovic is adamant he wants to stay at the DW Stadium.
"In Serbia there were rumours that I don't want to stay at Wigan, but that is not true," Stojkovic told Serbian newspaper Sportski Zurnal.
"I told one journalist I was sad because I couldn't show more of what I can do in a Wigan shirt, but I really want to stay in England and at Wigan.
"I haven't spoken to coach (Roberto) Martinez yet, but I feel happy at Wigan so I hope we will still be able to work together next season."