The Brazilian full-back has been linked with a move to Stamford Bridge after impressing for Diego Simeone's side last season.
He was an integral part of the defensive unit that conceded just 26 goals in 38 Liga games as Atleti claimed their first title since 1996.
Simeone's team also reached the UEFA Champions League final, where they were beaten by city rivals Real Madrid in Lisbon on Saturday.
Star striker Diego Costa is widely expected to join Chelsea ahead of the 2014-15 season, but Filipe Luis has no intention of following his team-mate out of the Vicente Calderon.
"I have a contract for three years," he told O Globo. "My thought is to continue.
"We have to lift our heads high (after the Champions League final defeat) and think about the next goal."
Despite his superb form throughout the season, Filipe Luis only earned a stand-by spot for Brazil's FIFA World Cup finals squad.
And the 28-year-old admitted he is puzzled as to what he has to do to force his way into the international set-up.
"Sometimes I don't understand the criteria for picking a national team player," he added. "(But) I don't dream of winning the World Cup."
