The 48-year-old has been linked with a host of clubs over recent weeks including Paris Saint Germain, Nantes, Rennes and Bordeaux.
However, Lacombe has now extended his Sochaux deal until 2006.
"People were talking about everywhere for some time, but I have finally decided to remain at Sochaux and prolong my deal.
"Chairman Jean-Claude Plessis showed again his trust in me and his desire to go on.
"I had a time to think about it and everything accelerated on Tuesday.
"We took two days to finalise the next contract, but I had already took my final decision at the end of last week."
Lacombe also revealed that Plessis has guaranteed him that none of his squad would be sold, with the possible exception of their prize asset Benoit Pedretti.
"The chairman told me that all the players that have attracted interest will stay except Benoit, but I haven't given up on him, I still hope he will stay," said Lacombe.
"If, by chance, we could get a European place on Saturday, I hope to be able to make him think about continuing with us.
"And, of course, if he leaves us, it will be a great loss."
