Newcastle are second in the Championship, a point behind leaders Brighton, and on course for a swift return to the Premier League.
"I will not quit. I will not leave," the Spaniard told reporters ahead of Saturday's game against former Newcastle manager Steve McClaren's Derby County.
"At the end of the season, I expect us to win promotion and we will enjoy and be happy. We cannot be blaming each other now after the transfer window, we have to be sure that we concentrate on getting three points from every game."
Former Newcastle winger Andros Townsend had been widely linked with a move back to the club from relegation-threatened Premier League Crystal Palace during the January transfer window.
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Palace manager Sam Allardyce told reporters there had been interest from Newcastle in a loan deal but that was never going to happen.
(Reporting by Alan Baldwin, editing by Ed Osmond)
