Marco Borriello insists he feels part of the project at Roma despite being made available for transfer.
The capital club were willing to listen to offers for the striker this summer, but no switch was completed.
"I was hurt when I found out that I had been put on the transfer list, but I feel important now and I want to do well," he told Sky Sport Italia.
"I never asked to leave and I feel part of the project.
"I spoke with sporting director Walter Sabatini and then boss Luis Enrique, they both confirmed my importance here.
"It was always my desire to stay at Roma."
The Italian international spent last term on loan in the capital from Serie A side Milan. However, as part of that agreement, Roma were forced to buy him outright this summer for €10m.
"There is a fantastic atmosphere around this squad," added the former Treviso striker. "We want to prove to everyone how good we are."
Borriello was linked with clubs such as Genoa and Paris Saint-Germain during the transfer window.
Tickets for the Champions League final between Juventus and Real Madrid are still on sale with reseller Viagogo - Click to find out more