The uncapped Frenchman is reportedly in talks with Sevilla over an improved contract, which currently includes a £26.5million release clause.
N'Zonzi, who joined in the summer of 2015, helped Sevilla to their third successive Europa League crown and was a Copa del Rey runner-up in his first season at the Ramon Sanchez Pizjuan.
His form has seen him linked with a January move to Chelsea, with talk of Cesc Fabregas leaving Stamford Bridge in the winter window.
But while N'Zonzi is flattered by Chelsea's interest, the 27-year-old insists he is not planning on leaving Sevilla in the near future.
"It's nice, it's good," the former Stoke and Blackburn midfielder told L'Equipe on Chelsea's reported interest.
"But I always say that this type of club is interested in other players too.
"I am not the only one. I know that big clubs are interested in many players. I focus on what I do at Sevilla. Until there is something concrete, we must remain professional.
"Some clubs were interested [in the summer], but I feel good at Sevilla.
"I enjoy the game, the football, I like the way Sevilla play, I feel good in the city, with the fans and the club and I'm enjoying myself."