The 23-year-old striker announced on Tuesday that he will not sign a new five-year contract thought to be worth around £140,000 a week.
The Belgian also questioned whether Everton shared his ambition to play Champions League football.
“Everyone knows what can happen in football but you need to respect your contract,” said Koeman.
“Of course I am not happy about that interview. If Everton is not a club with a lot of ambition I would not be manager.
“He has no problem. He is training how he needs to train, his behaviour – except some quotes in this interview – is what I like from the player and there is no reason to put him out of the team.
“The team needs Rom, and Rom needs the team to score goals.
“But I am not so afraid about his situation because the player has more than two years on his contract.”