Swansea star Llorente was expected to move to Chelsea in January.
Diego Costa’s clash with Antonio Conte – coupled with Michy Batshuayi’s struggles – meant a move to Stamford Bridge was likely.
Conte managed Llorente at Juventus and was keen on a Premier League reunion.
However, the 31-year-old has revealed Swansea blocked a move to Chelsea and his sole focus is keeping Paul Clement’s side in the top flight.
“I already know Conte from Juventus,” Llorente told Spanish publication Marca.
“But it’s difficult in the winter when there’s a way out from a side you’re playing for and it’s normal that they didn’t go ahead with the deal.
“I’m very focused on the team and am looking forward to helping save us from relegation.
“The last few games I’ve been happy with as we’ve gotten away from the bottom.
“It will be a very tough fight, though, and we hope to get further ahead when we face Leicester in a final next Sunday.”
Swansea go up against Leicester aiming to inflict more misery on Claudio Ranieri’s struggling champions.
The Foxes lost 3-0 to Manchester United yesterday and now sit just a point above the relegation zone.
Chelsea, meanwhile, are nine points clear of Tottenham at the top of the table after beating Arsenal 3-1 on Saturday.