Menez, 26, has struggled to nail down a regular place in the starting XI at the Parc des Princes this season and has been linked with a move away in the January transfer window.
Juventus and Liverpool are among those thought to be interested in the former Roma man's services.
However, Menez, who scored the goal that sealed PSG's first Ligue 1 title in 19 years with a 1-0 win at Lyon in May, is not interested in a January switch.
"I will remain at Paris until the end of the season," he said. "I am fine here and the officials trust me. I will do my very best.
"I didn't talk with anyone about a winter departure because it was out of the question to leave."
Menez has made 15 appearances for PSG this season, scoring two goals.