After a disappointing Premier League and Champions League campaign, speculation has surrounded the Italian's position, with the agent of Malaga boss' Manuel Pellegrini reportedly holding talks with City's director of football, Txiki Begiristain.
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"Never, never. We don't have to talk about this," he told reporters. "We don't have any problems. We have a good relationship. In two years, we have won three trophies and now we have a chance for another one.
"If in three years I didn't win, then okay, but we did a good job until now. We have a chance to win the FA Cup and are second in the table.
"After that, the chairman can take any decision about his manager but, at the moment, we don't have any problem. I am frustrated because I wanted to win a second Premier League. We had a chance but sometimes you can do mistakes.
"You should ask these questions to Txiki but it is not important to me. I hope he had a good dinner."