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The 29-year-old told planetfootball.com: "I know that they have been looking at me over the past few months and that they have asked for me.
"But everything has to pass through the club and, for what I know, they have not been officially contacted directly.
"Any how, at the moment, I do not see my exit from Real as a feasible option.
"We are the leaders and we are playing well."
Lazio’s Jaap Stam has also denied that he will be returning to England, commenting: "I have had all the success I could have had in England. If I went back, it would be worse.
"And for that reason, I would like to stay and play in Italy."