The 33-year-old, who was linked with Inter at the start of the season, is contracted to Madrid until 2020.
And the Ballon d’Or winner is happy at the Bernabeu as he eyes a contract extension.
“I have a year and a half left on my contract and I am calm, as that’s a long time,” he told reporters.
“My desire is to stay here for more time.
“I am as happy as I was on the first day.”
The Croatian midfielder also spoke about how winning two tough games after a long slump was great for the team.
“I am very happy and think we played a great game,” he said.
“We are happy with our play and happy with the three points.
“We need to follow this path.
“Every player had a great game and our fans want to see us like this.
“We needed a match like this one to give some joy to ourselves and to the supporters.
“Personally, I feel good and have felt good for the past month and a half.”