Two knee injuries have disrupted the 31-year-old's season and he made only his third start in Saturday's 4-0 Premier League win over Crystal Palace.
"I want to finish the season here and am not thinking of going anywhere in January," Zabaleta told British media.
"It's January, and everything comes from the media about players coming in or going out but I am 100 per cent focused on City at the moment."
However, Zabaleta, who is facing strong competition for a starting spot from Bacary Sagna, refused to rule out a possible exit during the close season, especially with just one year left on his contract.
"At the end of this season I will have one more year left on my contract. Normally the end of this season will be the time to decide what we will do," the Argentina international said.
Saturday's win meant third-placed City reduced the gap with leaders Arsenal to just a point after 22 games.
Manuel Pellegrini's men travel to take on sixth-placed West Ham United for a league match on Saturday.
