Cole committed to Hammers cause
The 26-year-old, who returned to action three weeks ago after two months out with a knee injury, was linked with Liverpool, Arsenal and Tottenham Hotspur, but is happy to stay at Upton Park.
"I wasn't in the least bit interested in entertaining offers, my only focus was and still is to do the best I can for West Ham for the rest of the season in the situation we are in," Cole told SkySports.com.
"My only priority is to get back to full fitness and do my best on the pitch. There has been speculation about my future, however, I am not one to shirk my responsibility. I am looking forward to enjoying a good end to the season by producing some good performances to repay the Upton Park faithful."
The Hammers are currently a point above the relegation zone, with Gianfranco Zola appearing under pressure last week after publicly criticising co-owner David Sullivan.
"I am behind the manager Gianfranco Zola 110 per cent as he has helped me a lot during his time in charge," added Cole.