Neill, who was signed from Blackburn Rovers in January 2007, was targeted by Turkish club Galatasaray recently and the Hammers captain confirmed he had been approached by other teams.
But West Ham manager Alan Curbishley is keen to keep Neill, and negotiations to give the Socceroos star an improved contract are underway.
"Officially I'm on my last year of my contract. I've had preliminary talks and there's been interest from elsewhere," Neill told the Daily Star.
"But I'm captain of West Ham and very proud of that, and I don't see it being any different this season."