The 30-year-old Macedonia international is contracted for a further season with the Serie A side and confirmed he would be happy to sign a a new deal if one was offered.
"I don't know anything about the transfer market," Pandev said to Gazzetta dello Sport.
"I have one and a half years left on my contract and I am happy here.
"I wouldn't want to change team but if I had to, I would consider going abroad.
"However, I would like for Napoli to be my last team."
Pandev moved to the Naples outfit from Inter Milan in 2011.
The forward, who has made 12 league appearances for Napoli this season, scored his fourth league goal in Monday's 4-2 triumph at former club Lazio.