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The Benin international, who was presented with the Sunderland Supporters' Association Player of the Year Award on Monday night, has been linked with former club Paris St Germain as well as Arsenal in recent months amid rumours that he has not settled on Wearside.
Manager Martin O'Neill has repeatedly played down the talk and expressed his desire to retain the services of arguably his most creative player, and now Sessegnon has told the Sunderland Echo: "I'm aware of the speculation, but I can't do anything about it. As I have said before, I don't feel that my work here is finished."
He went on: "I have got no problem with life here, and it's always good news to hear that the manager wants to keep you.
"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 arrived at the Stadium of Light in a £6million switch from PSG in January last year, but has really come into his own since manager Martin O'Neill's appointment in December.
The 27-year-old said: "The season has gone okay 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."
Meanwhile, 23-year-old winger James McClean was also honoured on Monday night when he was named Young Player of the Year by supporters.
McClean has enjoyed a meteoric rise since making his senior debut as a substitute in O'Neill's first game at the helm in December, and also has high hopes of playing for the Republic of Ireland at Euro 2012 after being awarded his first senior international cap in February.
Source: PA
Source: PA