The France international has often been tentatively linked with Madrid during his fledgling career, with Los Blancos said to have been interested in him when he was still at Monaco.
Those links resurfaced when Zinedine Zidane returned to Madrid as a coach in March, with the Spanish giants reportedly eager to sign a superstar having not adequately replaced Cristiano Ronaldo, who left for Juventus last year.
But Mbappe – who became the youngest player to score 30 Ligue 1 goals in a single season on Sunday – is convinced he will be staying at the Parc des Princes.
"Yes, I am sure to stay," he told Canal Plus. "I am invested in this project here. "It's good for Real Madrid that they have Zinedine Zidane. I will tune in to their matches as an admirer."
Mbappe scored a hat-trick in Sunday's 3-1 win over his former side Monaco as PSG celebrated in style after being confirmed as Ligue 1 champions following Lille's 0-0 draw with Toulouse earlier in the day.