James has been on the periphery at United this term after making 46 appearances last season following his £15million move from Swansea in June 2019.
The 23-year-old winger was linked with Leeds - the club he almost joined in January 2019 before a deadline-day move collapsed in dramatic fashion - ahead of the transfer window closing last month.
Daniel James (right) has struggled to cement a starting role at Manchester United this term
But James insists his full focus is on making an impact at Old Trafford, saying: 'Man United is my club and I love it there.
'Whether I'm playing or not I'm proud. I'm as proud to play for Wales as I am Man United, to be there at the club. There were times when I played a lot last season and I may not have played as much this season.
'But I'm sticking in there and I will always be around it. I'll never think different of that.'
The winger (right) has dropped down the pecking order since arriving in the summer of 2019
James' third international goal as Wales beat Finland 3-1 on Wednesday to secure promotion to the top tier of the Nations League was a stunning shot from outside the areaS
Manchester United have spent over £1BILLION since Sir Alex Ferguson retired in 2013... the four managers since have signed 37 players but just three trophies have been won. So who has wasted the most money?
It was his first goal since March, when he was on target for United in a Europa League tie against Austrian outfit LASK Linz.
'I feel really good at the moment,' said James, who also set up Kieffer Moore for Wales' third goal.'
'When I do play I give my all and I bought into everything that we wanted to do, and thankfully I got that goal and the assist +5
But he was on target for Wales in their 3-1 Nations League victory over Finland on Wednesday
'We came into the group knowing there were going to be tough games, but we've defended really well and caused problems to teams going forward.'
James was on holiday in Marbella when Wales reached the semi-finals of Euro 2016 - their first major tournament for 58 years.
Over four years on and he is part of a side who have qualified for next summer's delayed European Championship and are virtually guaranteed a 2022 World Cup play-off spot.
He said: 'It's an honour to be part of it. After qualifying for the Euros we wanted to achieve more.

His strike to make the game 2-0 helped ensure Wales won promotion to the top tier
'We wanted to go and compete with the best teams in Europe.
'Group A is where we want to be and we're really looking forward to that.
'It's a great bunch of lads and when we come away we all bond so well, you can see that on the pitch.
'We were totally aware of it (the World Cup prize) and it puts us in a great position going forward. But we'll hope to qualify without going into the play-offs.'
Manchester United have spent over £1BILLION since Sir Alex Ferguson retired in 2013... the four managers since have signed 37 players but just three trophies have been won. So who has wasted the most money?Wales 3-1 Finland: Caretaker boss Robert Page leads Dragons to Nations League promotion with Harry Wilson, Daniel James and Kieffer Moore on target Manchester United, Real Madrid and PSG are 'three most likely clubs to sign Rennes wonderkid Eduardo Camavinga' but French side will demand at least £62m for 18-year-old'We're as surprised as the fans Axel Tuanzebe reveals Manchester United stars are baffled by woeful Old Trafford form that has seen Ole Gunnar Solskjaer's men lose three of four Premier League home games so far
Daniel James has vowed to fight for his Manchester United place
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