Goalkeeper Lopez moved to Madrid last season, and has gone on to establish himself as the club’s number one ahead of Iker Casillas.
He took the number one shirt following an injury to Casillas, but has retained his first choice status despite the Spaniard’s return to full fitness.
Other Premier League sides have expressed an interest in Lopez, but the goalkeeper insists he is happy where he is.
“Since I have arrived here, I have always felt very well. I knew that I was going to be in competition with Casillas, but I wanted to take my chances,” he told El Larguero.
“My future? I want to continue at Real, this is the best club in the world.”
Manchester City have been continually linked with a new goalkeeper, since Manuel Pellegrini dropped Joe Hart earlier in the season following a series of high profile mistakes.
City’s second choice goalkeeper Costel Pantilmon is also set to leave the club at the end of the season.