Vardy, who came in off the bench to score the equaliser for England in their 2-1 victory over Wales at Euro 2016 on Thursday, has been the subject of much press attention in recent weeks.
It is widely reported that the 29-year-old is being courted by Arsene Wenger, who is looking to strengthen the Gunners' attack during the upcoming transfer window.
Vardy insists the speculation is the furthest thing from his mind, saying at a press conference on Saturday: "I'm just here completely focusing on England and that's all I want to do at the moment."
Vardy also denied talk of Three Lions boss Roy Hodgson taking him aside to discuss his focus on the tournament.
"There was nothing like that at all, no one-on-one chat or anything," he added. "That's how I want to be and how I want to stay focused.
"We're here to represent England and that's all I want to think about."
Meanwhile, Arsenal coach Arsene Wenger has conceded that his side are unlikely to land the star Leicester frontman.
Asked about a transfer, the Frenchman told Chinese media channel Tencent: "No, no. Jamie Vardy is at the moment at Leicester, and on what I know he will stay at Leicester."