Reports have surrounded the Uruguay international throughout the Confederations Cup and he has been linked with Real Madrid and Chelsea.
The latter are said to be preparing a new bid of £45million, which is still short of Cavani's £52m buyout clause, as the chase for the forward continues.
Cavani has never been shy in talking about his future but he is now getting frustrated by the rumours which are surrounding his career.
Ahead of Sunday's Confederations Cup third-place play-off against Italy, he told Sky Italia: "In this moment, everything is under pressure.
"Everything can be misunderstood. I prefer being calm. I go forward with my mentality.
"At the beginning of the Confederations Cup, I did not believe the market rumours would have given me trouble. But, at the end, I admit they have disturbed me a little."