Maddison, who cost the Foxes £22.5million when he moved to the King Power Stadium from Norwich in the summer of 2018, continues to be linked heavily with a move to Manchester United, a club he has long supported.
The 23-year-old has been a revelation this season, scoring nine goals and playing a major role in helping Jamie Vardy become the Premier League's leading goalscorer with 17.
A composed Rodgers recognises tongues will continue to wag over Maddison, but he said: "It is difficult, every time we have a press conference, to come up with various ways to say 'No, he is not for sale!'
"James is very much a big part of our plan here. Having worked with him for a period of time, I've seen lots of rumours and gossip around his potential transfer from here.
"But the boy is so focused on his game and his improvement. I think his performances will tell you that."
Rodgers is adamant the continual speculation surrounding the midfielder is like water off a duck's back as far as Maddison is concerned.
"It doesn't affect him in any way," insisted Rodgers, who has confirmed Maddison has passed tests on a knock sustained in the midweek Carabao Cup semi-final draw with Aston Villa and will face Southampton at the King Power Stadium on Saturday.
"Of course, it is flattering for any player when people deem you are playing well enough.
"He is a kid who is very focused on improving his game and in training every day he works very hard and takes that into the game.
"I have no concern whatsoever (about the speculation affecting him)."
Rodgers has confirmed another of his midfield stars in Wilfred Ndidi has undergone a successful knee operation and is likely to return at some stage in February.
Rodgers said: "It went very well. It was a good operation. He's now back and straight into his recovery."
Rodgers, meanwhile, has hailed the remarkable comeback of Southampton and manager Ralph Hasenhuttl following City's 9-0 mauling of the Saints at St Mary's Stadium in late October.
That result came in the middle of a run in which Southampton suffered six defeats and two draws in eight league matches, with many believing Hasenhuttl was destined for the axe.
Yet the Saints board kept faith with the Austrian and he has propelled the club out of the bottom three on the back of a recent run which has seen them claim 16 points from the last eight games.
Rodgers, who has confirmed sending Hasenhuttl a text of support after a win that was a record in English top-flight history away from home, said: "When a scoreline like that comes your way, then it can have a really negative effect.
"He's done brilliantly for the team. I'm sure back then it would've been people saying this and that, but he showed a fantastic resilience at that point."
Far from another thumping win over Southampton, Rodgers added: "If anyone's thinking that because we won 9-0 away, we'll win 10-0 at home, it doesn't work like that.
"I would take a 1-0 and a clean sheet, having played well."