The Belgian, who is on loan from Atletico Madrid, has been linked with a switch to Manchester City and Tottenham.
The defender has expressed a desire to stay at St Mary’s, but the Spanish side can cancel the £6.8million option Saints have by paying them £1.5million.
Alderweireld is simply focusing on helping the club finish in a Europa League spot.
“I saw something in the Spanish papers,” Alderweireld said regarding the speculation.
“I don’t know, I didn’t hear from them. We will see.
“It is not (frustrating) because it does not matter what they say, what is in the papers.
“I am just focused on Southampton and we are playing for a European spot, so it is going to be a special season.
“I am focused, I am happy here, so, yeah, no problem for me.”
Southampton’s 2-0 win against Hull on Saturday saw them equal their record Premier League points tally of 56 set last year after James Ward-Prowse’s penalty and a late Graziano Pelle strike.
The Saints remain in fifth spot and have an outside chance of bettering their fifth placed position in 1985.
“It is has been a very nice season,” Alderweireld added.
“We just have to look to ourselves and not to look to other teams.
“We know we have six games left, so it is going to be a hard sprint.
“The games are all tough, like next week Stoke away. It is a very difficult game, but we are going to try and win our games.
“We know we have Tottenham at home so we can do good business, but first we have to go to Stoke and that is going to be difficult.”