Manchester City and Barcelona are chasing Agger with the Premier League champions believed to have seen two bids already rejected for the classy central defender.
Roberto Mancini is keen to bring in the defender and with only two weeks left in the transfer window, is expected to ramp up efforts to tie down the deal soon and Liverpool manager Brandon Rodgers has previously suggested that Liverpool could part ways with Agger for the right price as they could use the funds to strengthen the squad elsewhere.
Agger, who is away on international duty with Denmark for Wednesday's friendly with Slovenia, claims he is unaware of interest in his services and hopes he can stay at Anfield.
""I'd rather stay," Agger told Danish website politiken.dk. "I can't imagine playing for any other club in England but you never know if the club think it's better to sell.
"I'd rather stay but that decision is not up to me at the moment.
"Liverpool can do a deal even though I have two years on my contract, but I haven't changed my mind on the subject.
"Sometimes you can end up in a position where it's not your decision.
"I don't want to be somewhere I am not wanted but I would prefer if they want me to stay. That is my priority."
Agger has recently had a new tattoo with the initials of the famous Liverpool song 'You'll Never Walk Alone' on his knuckles, but he insisted it's not related to the existing state-of-affairs.
"It has nothing to do with my current situation," added Agger. "It is a gesture towards the Kop, towards Liverpool and towards the people around the club."