And he has made it clear that he wants to stay at Stadium MK 'for a long time'.
The Dons boss has been heavily linked with the vacancy at the Liberty Stadium, with the bookies making him the favourite to replace Steve Cooper who quit the south Wales club last week.
But speaking ahead of Saturday's opening competitive fixture of the season, the Carabao Cup first round tie at AFC Bournemouth, Martin made it clear there has been no contact with Swansea, and that he is very happy with the Dons.
Asked about all the stories linking him with the Swansea post, Martin said: "I am sitting here in my MK tracksuit, and I am taking training on Friday, and I will be at the game on Saturday.
"So, I guess that is pretty definitive isn't it?"
Asked to expand on that, and if he was aware of any approach, Martin made it clear there hadn't been, and said: "Nothing really changes for me.
"I have been this situation already, really early on in my managerial career, where you get talked about
"I have become accustomed to being able to ignore the noise over the length of a long career, because there is always noise.
"Outside my office on the wall at Stadium MK there is a huge sign that says 'ignore the noise, trust the process and enjoy the journey'
"That is something I live by and nothing has changed for us.
"We have worked like absolute dogs this week getting ready, we have worked so hard assembling a squad that we are really happy with, and we will roll on.
"We will keep going and make sure that we are getting better and better all the time, and if something official ever happened then I am pretty sure you would know that pretty quickly.
"As far as I am concerned we are here, we are doing a job I really enjoy.
"I don't know how long the journey will last with us, but all the way along I had said that I plan to be here for a long time.
"In football you never know, but at this minute in time I am happy and with a group of people I really enjoy working with."