The Algeria international was hoping to join Manchester City in the January transfer window but the Citizens had four bids turned down.
Leicester eventually did enough to keep hold of their man and he missed training for a week at the start of 2018.
He denied going AWOL and is still under contract until June 2020 and Mahrez now claims he feels more relaxed about the situation.
Mahrez admits he has withdrawn his request but is unsure where he will be playing next season.
"It has gone. It was in January, it's another transfer window. I am still here - I don't want to put a lot of things in my head," Mahrez told Sky Sports News.
"I am still in contract with Leicester so at the moment I am here and we will see.
"At that time I handed a transfer [request] because I had offers from Manchester City so obviously I wanted to go. But now I am still at Leicester.
"I don't really want to talk about [whether] I am going, or staying. I just want to finish the last three games. We will see what will happen for me."