Jerome has been linked with a move to Stoke during the current transfer window.
But the former England Under-21 international is happy at Blues as he prepares to welcome a new strike partner in Obafemi Martins, whose loan move from Rubin Kazan should be completed on Monday.
Jerome told Press Association Sport: "There has been speculation in the papers about me but no-one has come to me and said you are going anywhere.
"I'm quite happy here, I'm playing every week, I am learning my trade here under a great manager.
"I've been here five years. I'm Birmingham through and through at the moment.
"Until I'm told here I'm not wanted, I'm happy to do the job I do every week."