The Benin international has made a big impact on his first full season on Wearside, scoring eight goals as the Black Cats' joint top scorer alongside Nicklas Bendtner and Sebastian Larsson.
His exploits are thought to have turned the heads of Sunderland's Premier League rivals Arsenal and Spurs, as well as former employers Paris Saint-Germain, from who he arrived in the North-East in January 2011.
But Black Cats boss Martin O'Neill has previously stated he wants to keep the 27-year-old and Sessegnon says he is content to stay at the club now he has settled into life in the Premier League.
"I've got no problem with life here and it's always good news to hear that the manager wants to keep you," the striker told Chronicle Live.
"I'm aware of the speculation, but I can't do anything about it.
"As I've said before, I don't feel that my work here is finished.
"It's true that when I first came here, it was hard to get used to the style of play. But now I like the Premier League and I think I have improved.
"I'm playing for a team who like to play football, with great fans."
Sessegnon believes the arrival of O'Neill in December breathed life into the whole team and has allowed him to play with more freedom.
He added: "The season has gone OK for me and it's probably mirrored what's happened for the team.
"At the start of the season, we had difficulties and were probably only playing at around 80 or 90 per cent.
"But after the change of manager, we began to play much more encouragingly.
"The manager has brought out the best in us and there have been lots of positives as a group over the last few months where we've been able to show our quality.
"We've played really well as a team, which has made it easier for me to play with a bit of freedom. It's always nice to get praise though and I'm pleased with how the season has gone for me."
Neymar's move from Santos to Barcelona is no doubt the biggest summer transfer.
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