The trade rumors were media hype, he said. He never felt he was going anywhere.
Stamkos extended his goal-scoring streak to a season-high five games and the Lightning beat the fading New Jersey Devils 4-0 on Friday night for their fifth straight win.
"I am feeling confident right now, for sure," Stamkos said. "You feel good about the puck, your legs are moving and you are willing to make some plays that when things aren't going well. It's a good thing."
The run for Stamkos started on Feb. 18, three days after Yzerman said that he would not be dealt.
"For me, it's was just about focusing in on my game, realizing I had some more to give, and just wanting to be confident again," Stamkos said. "I know the type of player I can be when I am confident and the type of leader I want to be. It's nice to contribute when the team is doing well. I would like to keep that up."
Stamkos' goal-scoring streak is two games shy of his personal best, set in 2010.
Ben Bishop made 21 saves for his third shutout of the season. Alex Killorn, Ondrej Palat and Matt Carle also scored as the Lightning sent the Devils to their second loss in as many nights and fifth in six games.
Ryan Callahan had two assists for Tampa Bay, which moved to within three points of first-place Florida in the Atlantic Division.
Cory Schneider, who was lifted after giving up three goals in the first period of a 6-1 loss to Columbus on Thursday, had 32 saves for New Jersey.
"You can look at the numbers all you want, but we've just got to start stringing some wins together and see where that takes us," Devils forward Kyle Palmieri said.
The win was the first for the Lightning in New Jersey since 2013 -- a span of three games -- and only their fourth in the last 16 games (4-8-4).
This one wasn't as one-sided as the score, but Tampa Bay was able to convert its chances while the Devils battled both the puck and Bishop.
Stamkos set up Killorn's first-period with great strength in front and he extended his goal-scoring streak with a deflection of Anton Stralman's shot late in the second for a 3-0 lead.
"I think I mentioned before I have gotten more goals in front of the net," Stamkos said. "I am making a conscious effort of going there. I have scored a lot of goals in my career from there and I have tried to be a threat, no matter where you are on the ice, and I have definitely been rewarded."
Stamkos' play on Killorn's goal was impressive. With his back to the goal, he took a pass from the point by Callahan, spun and got a shot off that Schneider saved. The goaltender had no chance as Killorn put the rebound into an open net at 15:36 of the first period for his 11th of the season.
Bishop's best saves were on Tyler Kennedy. He made a stacked pad stop on him in close midway through the second period and saved the shutout with a snapping glove stop on an open shot from low in the right circle with 10:43 to play.
Bishop feels the Lightning are starting to play like they did late last year in winning the Eastern Conference title.
"I think we are playing better hockey as these games have been going on," he said after winning his third straight start. "We were playing pretty solid at the end of the year and I think we can still take another step forward."
Palat's goal with 6:58 left in the second period came off a Devils mistake. Lee Stempniak turned over the puck behind his net and Tyler Johnson quickly found his linemate in front for his seventh goal of the season in what was a bang-bang play.
Stamkos got his 27th goal of the season with a deflection of Stalman's shot over Schneider's shoulder.
Carle scored on a third-period point shot for his second goal.
Stamkos' assist gave him 244 with the Lightning, tying him with Vaclav Prospal for fourth in team history. He also played in his 553rd game, passing Brad Richards for fourth in Lightning history. ... Devils LW Mike Cammalleri has had a setback with his right-hand injury and his status for the rest of the season is uncertain, coach John Hynes said. Cammalleri, whose 38 points are third on the team, has missed the last 13 games. ... With Nikita Kucherov back in the Lightning's lineup after missing two games with a lower-body injury, Erik Condra sat for Tampa Bay. ... Devils C Jacob Josefson was a late scratch because of illness. ... Callahan has points in five of six games (3 goals, 5 assists).