The Blades skipper, who turned 34 last week, found minutes in short supply in the first half of the Premier League despite scoring United's first goal back in the top-flight after a 12-year absence.
But Sharp's patience has been rewarded with four consecutive starts in United's last four games, and he netted the equaliser on Sunday in a 2-1 win over AFC Bournemouth.
Sharp was continually linked with a move away from Bramall Lane in January, with clubs including Nottingham Forest, Derby County and Celtic chasing his signature.
But Sharp insists he was always going to stay put.
"I never got my chance to say my bit about my future," he told The Star.
"I'd have put it to bed from day one. I didn't want to go anywhere.
"I told the gaffer that and he told the press he didn't want me to go anywhere, but it was opened up a little bit by him saying 'if he wants to go...'
"If I had my chance, I'd have said 'it doesn't matter who comes in'.
"I had a lot of interest, which is always nice, but I am part of this club and I want to finish my career here."
Blades fan Sharp was also linked with a January return to his old club Leeds United, who he left to rejoin his boyhood club in 2015. United were languishing in League One when he returned to Bramall Lane, but Sharp's goals have been instrumental in helping them back into the Premier League.
"I had some great offers from other clubs in January, but I'm trying to score goals in the Premier League," Sharp added.
"I've done it in all of the other leagues. I just want to score as many as I can for this club and try and be a part of this club for as long as I can."