"We've just won the league and will be playing in the Champions League next year. I am happy here," the prolific striker told British media.
England international Vardy, 29, signed a contract with Leicester in February running through to June 2019.
Leicester visit their manager Claudio Ranieri's former club Chelsea in their final game of the season on Sunday.
(Reporting by Ian Rodricks in Bengaluru, editing by Ed Osmond)
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