The 24-year-old told Le10Sport that he had the opportunity to exit the Stade Velodrome during the summer transfer window, but always wanted to stay at Marseille.
Sanson said: "I was asked. Thinking about leaving the club, of course not. I'm still learning at a very big club, there was no doubt that I'm staying in Marseille."
The French midfielder, who joined Marseille from Montpellier in January 2017, has made 71 appearances in all competitions and scored 13 times for his current club. He played in the 2018 Europa League final with Marseille, which they lost 3-0 to Atletico Madrid.
This summer, Marseille added fellow central midfielder Kevin Strootman to their team, but Sanson ensured fans he wasn't worried about the new signing. Instead, he stated that he was looking forward to playing alongside the Dutch star.
He explained: "When I heard the name of Kevin Strootman, I liked it.
"He is a professional, who is very good. To have players like that in Marseille, it's great for me who am rather young. It still allows me to learn.
"It also shows that OM is attractive to recruit such players, it's only positive."
As La Provence reported in June, both Arsenal and Spurs were said to be tracking Sanson.
Arsenal signed both Matteo Guendouzi and Lucas Torreira in midfield already this summer, so are unlikely to go back in for Sanson in the near future. Spurs did not make any signings this summer and may still be tempted to sign the 24-year-old, but the player is seemingly - for the time being at least - keen to stay at the Ligue 1 giants.