During the off-season, Oilers GM Craig MacTavish told Hemsky, and then-teammate Shawn Horcoff, he would be moved.
The Oilers managed to ship Horcoff to the Dallas Stars, but they weren't able to swing a deal involving Hemsky.
"I came here (for training camp) and I was happy I came here," Hemsky told the Sun.
"And I just tried to play the game and not think about anything else."
Hemsky has heard the endless trade rumors over the years, but admits "this is the first year I don't really pay attention to them."
The 30-year-old is in the final-year of his contract and is scheduled to become an unrestricted free agent next summer. He isn't expected to sign an extension with the club, and the Oilers aren't likely to let him walk for nothing.
"We'll see what happens down the stretch," Hemsky said.
The Oilers are desperately trying to upgrade their blueline, though moving a rental player, likely Hemsky, might not garner the highest return.
MacTavish is also actively shopping winger Linus Omark, who has requested to be moved.
It's possible the Oilers try to package Hemsky and Omark, along with other pieces, for a young, top-three defenseman, but it doesn't sound like such a deal is imminent.
Omark, who hopes to be dealt this week, will likely be moved for a draft pick, while Hemsky is more likely to be traded closer to the trade deadline so that the Oilers can maximize his value and get the highest return.