Stand down PSG and Manchester United - Milinkovic-Savic not interested in Lazio exit
The 22-year-old has established himself as a crucial part of Simone Inzaghi's side, scoring five goals in 17 Serie A appearances this term to help them into fifth place in the table after 18 matches.
His performances have led to speculation of interest from a number of European clubs, including Ligue 1 leaders Paris Saint-Germain and Manchester United.
However, the Serbia international says his focus is on helping Lazio in their challenge for a top-four finish and a return to the Champions League next season.
"I had a year to remember. I'd like to go forward with the same success in 2018," he told Novosti.
"Before every training session and every game, I tell myself that this is an ideal day to progress. And I really want to do that as much as I can in the year ahead.
Bellissima giornata, vittoria e stadio pieno! #forzalazio
A post shared by Sergej Milinkovic Savic (@sergej___21) on Dec 23, 2017 at 8:06am PST
"I'm currently just focusing on Lazio's games. This season, Serie A has significantly improved in quality. The best proof of this is the fact that all the Italian clubs are still in the Champions League or Europa League.
"At the club, we have a clear objective in front of us. We want at least to finish fourth at the end of the season because, next season, four Serie A clubs will directly get into the Champions League. That's a really big challenge.
"I don't think about leaving Lazio, because I'm very happy in Rome."
Milinkovic-Savic also admits it is a bonus to play in the same league as brother Vanja, who joined Torino from Legia Gdansk last July.
"It means a lot to have Vanja close to me. We support each other and try to motivate each other," he said.