Cisse said: "I've been a little bit hurt by all the speculation.
"I did my best to come back from injury so quickly, so when you hear stuff about possibly leaving, it's painful. But that's part of a footballer's career so I must be strong and deal with it.
"I don't feel I've been here long. It's just my second season. At Auxerre I also had difficult moments, but I'll live with this. You can't always have good times as a player.
"I'm not anxious about what's going to happen. I don't want to leave, but if I have to go, I'll go.
"I'm under contract and I want to stay and show the people what I can do. It's up to the boss, but I don't think he wants me to go.
"I've not heard from Lyon or Marseilles, but this is the third season in a row Marseilles has been mentioned. They are the club near where I was born. It's not new to me.
"I asked the manager about the situation in the newspapers and he told me just to concentrate on my football and forget it."