The 32-goal striker has no plans to leave Wanderers after they missed out on the Championship play-offs on goal difference.
Afobe, who signed a three-a-half year contract after joining from Arsenal in January, was linked with West Brom this week – a claim the Baggies denied.
Wolves do not want to sell the 22-year-old and, while Afobe holds top-flight ambitions, he wants to achieve them at Molineux
He said: “It’s nice to know Premier League clubs are looking at you because it means you are doing well. I haven’t had any contact with any of these clubs and I haven’t been texting anyone or managers saying I want to leave this club already.
“I’ve only been here since January. I want to be in the Premier League, everyone knows that, and my main aim is to be in the Premier League with Wolves.
“I don’t know what the future holds, I still have a long contract at Wolves and I want to do my best.
“No-one has come up to me and said ‘listen, we want to take you’ and Wolves haven’t said ‘we want to sell you’. I want to do my job week in, week out and I’m enjoying myself here.”
Wolves finished seventh, missing out on the play-offs on the final day of the season despite Afobe’s goals.
He netted 13 times in 21 games – after 19 on loan at MK Dons in the first half of the season – and will sit down with head coach Kenny Jackett to discuss their plans for next season.
He added: “Everyone talks about their future and I want to know what the future is for us, will we be buying players in the summer, will we be looking to sell, grow as a team?”