The Italian maestro on Friday shot down reports he was unhappy at the club and was looking to move in the upcoming January transfer window.
"I'm happy here," the 39-year-old said.
"I'm focused about this season with Sydney and I don't have other thoughts about other teams at the moment.
"For me the future is here until the end of the season, and this for me is only rumours."
Talk of dissatisfaction began to spread after the nature of his exit from the 2-0 win over Newcastle last month, when he substituted himself earning a yellow card in doing so before halftime.
The club has also had trouble convincing Del Piero and his support staff to attend events that are standard for other A-League footballers, such as school clinics, community visits and sponsor events.
There was also some tension when Del Piero insisted on making the long trip to Perth last month to appear at a function despite battling a calf injury. He was only able to come on as a substitute for the match against the Glory.
But the Juventus legend and World Cup-winner says he has no idea where the speculation has come from.
"If I'm sad because I have an injury it's because I have an injury, not because I'm not happy," Del Piero said.
"For me is only rumours."
Coach Frank Farina said he hadn't raised the issue with Del Piero and had no doubt the Italian was happy at the club.
"No I haven't spoken to him and there hasn't been any need to," Farina said.
Del Piero has scored three goals in seven appearances this season but missed last week's 1-0 loss to Central Coast with a hamstring strain.
He is expected to play against Melbourne Heart on Sunday but will make a call on his availability on the eve of the clash.
Having trained by himself this week Del Piero on Friday joined the rest of the squad for a team training session.
"We have two more days and the day of the game to understand with Frank what is the best situation," he said.
"I think tomorrow we can decide together.
"But for sure I'm OK now and I can train with the team and we'll see what happens after that."