The 25-year-old only joined the Irons last summer from Wigan, but has been at the centre of rumours suggesting he was ready to walk away from Upton Park should a club match the £3.5million release clause in his contract.
But speaking to the club's official website, www.whufc.com, Diame said: "I know there are people out there saying things about me, but I have spoken with the manager and told him that I want to stay here. I know the club want to keep me too, so I will continue to give my best for them."
He went on: "I knew when I signed that West Ham were going to make their mark on the Premier League.
"Since I came here I am enjoying every game I play on the pitch. I think I made a good choice because I am very happy at this club."
West Ham insist no formal bid has been lodged for Diame, and they would not welcome one.
Speaking after Wednesday night's loss to Arsenal, Irons boss Sam Allardyce said: "For me, it's just about agents being disruptive. Mo Diame has not been to me and said he is unhappy in any way.
"We have had no bids from any of the clubs that have been rumoured in the papers. He is our player and hopefully come 1 February he will still be our player.
"Players become unhappy by rumours that are spread. In the build-up to the transfer window, I spoke about the one thing that can upset your players is speculation that people want them. They think it could be the club talking about them in the press but it isn't.
"All I can say is that there have been no bids from clubs that I've seen in the press like Arsenal or Tottenham for Mo Diame."