The Cottagers are searching for a new manager following the departure of Roy Hodgson to Liverpool last week.
Clark was a key part of the Fulham team that reached the top flight in 2001 and took Huddersfield to the League One play-offs last campaign.
Lee Clark: "I've spoken to Dean Hoyle, the chairman, this morning and he has had no contact from Fulham, our chief executive Nigel Clibbens has had no contact from Fulham and I have had no contact from Fulham.
"Most of the time I don't comment on speculation, but there has been absolutely no contact from Fulham and I don't want people to become unsettled.
"It came as a genuine surprise to me when I saw the story on television this morning, but I take the same attitude towards it that I do when our players get linked with clubs from a higher division - it's a good sign that these clubs are interested because it means that we are doing things right here.
"We've had a terrific first week of pre-season since the players came back on 28 June and we are all currently at our pre-season training camp - I'm completely focused on getting things ready for the new season with Huddersfield Town.
"I've been in the process of strengthening the squad all summer and I'm really pleased with the signings we have made so far; hopefully there might be a couple more ahead of the start of the season.
"I don't want anything to detract from what it a massive season for our club - and it won't."