The Germany international was heavily linked with a switch to Arsenal in the window, although a move failed to materialise.
Arsene Wenger's interest in the attacker is likely to resurface in the close-season as he has reportedly been a long-term target for the Emirates Stadium boss.
Though Draxler confirmed he had not been asked whether he wanted to leave, he is happy to remain at Schalke and merely sees the interest as a compliment.
He told Sky Deutschland: "The fact is, (Schalke general manager) Horst Heldt had offers for me this winter.
"I'm happy about that. On the other hand, it shows the respect I enjoy at this club, even if Heldt refuses without me being asked."
Draxler has scored five goals in 24 appearances for Schalke this term, laying on another eight for his team-mates, and is likely to be part of Germany's squad at this year's FIFA World Cup in Brazil.
Arsenal only made one signing in the January window, securing Sweden international Kim Kallstrom on loan from Spartak Moscow for the remainder of the season.
However, the 31-year-old is reportedly unlikely to make his debut for Wenger's side any time soon due to a back injury.
