The Belgian has been on-loan with the La Liga side from Old Trafford since the start of the season.
The 21-yrea-old seems to be impressing having featured in nine of their opening 11 matches of the campaign.
According to the Sun, when grilled on whether he has been considering his future at United, Pereira said: "No, no. I am well here and I have always thought that I made the right decision in the summer [by joining Valencia].
"I am very happy and I want to continue in Valencia."
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Valencia lie second in Spanish top tier league ahead of Real Madrid by four points in the table, with only leaders Barcelona ahead of them.
