Hangeland, 26, was previously the subject of interest from Villa's Premiership rivals Newcastle.
"I have told my agent that it's his job to deal with these things so that I can focus on playing football," Hangeland, who can also play as a defensive midfielder, told Danish newspaper Ekstra Bladet.
However Hangeland added that he is perfectly happy where he is, denting Villa boss Martin O'Neill's hopes of taking him to the Birmingham club.
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"I cannot guarantee that I will always play for Copenhagen, but I am for the moment," he warned. "It will take a very good argument for me to leave."
Hangeland joined the club in January 2006 and helped them to successive Danish league titles.
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