The Foxes are in talks with Brighton and Chelsea about the midfielder's sale, according to Polish sources.
It's been suggested Dewsbury-Hall was set to join Brighton in a swap for Jakub Moder before Chelsea made contact yesterday.
“I have been here since I was a kid,” he told BBC Sport. “I love everything about the club. I grew up and managed to play in the first team. I am happy.
“I have never said I am actively wanting to leave. That sort of stuff is not up to me. You never know with football. The season is about to start, so we will see.”
On Leicester's Profit & Sustainability concerns, Dewsbury-Hall added: “We understand that may happen.
“We are humans. We see it on social media. But it's out of our hands. We’ve got a duty now to make sure we are in the best possible shape going onto the pitch, whatever happens.”