Olembe, 22, who joined Leeds on loan from Olympique Marseille, told skysports.com: "I have instructed my agent Willie McKay not to pursue any options of leaving Leeds.
"I know some clubs have enquired about me going on loan elsewhere in the Premier League, but I want to stay at Leeds...I am only thinking of staying at Leeds and helping them avoid relegation as I have loved my time so far at the club."
This comes amid speculation about which Leeds players will stay and which ones will leave Elland Road.
Olembe is on duty at the African Nations Cup starting in Tunis on Saturday.