The Argentina international has been linked with a summer exit from the Etihad Stadium, with both Real Madrid and Barca believed to be lining up offers.
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“No, we have had no contact with him," he is quoted as saying by the Mundo Deportivo.
"I can say that the story is not true.”
City are adamant that Aguero is going nowhere, with manager Manuel Pellegrini stating that he expects the former Atletico Madrid player to still be at the club come next summer.
Real, however, have yet to publicly deny the rumours about a player that they have been linked with for some time.
Aguero added to his tally for the season with a strike during City's 3-2 defeat of West Brom on Wednesday evening.