The Argentina international is unaware of talks with Juventus but admitted that he does not know what will happen after being a bit-part player during the season
The Argentine attacker played second fiddle to Karim Benzema in the club's pecking order despite scoring 26 goals in all competitions.
Higuain's situation has alerted the attention of Paris Saint-Germain, with Serie A champions Juventus also understood to be in the mix for the player's signature.
However, the 24-year-old admitted to being in the dark over reports suggesting that Juve had met with his father and brother earlier in the week.
"I do not know anything about that," Higuain said to AS. "I read less and less papers because they tell a lot of lies and what I want is to enjoy Madrid's Primera Division title and distance myself from everything."
Higuain then spoke of his frustration at losing his place in Madrid's starting XI, and admitted that he is unsure about his future.
"This was a tough season. Honestly, I did not have many opportunities to play. But I am happy that we have won La Liga.
"It is harder for a striker not to play, that is the truth. Even more so because I live for this. When I am not playing, I suffer.
"I have come to Argentina to rest, we will see what happens. This was a very tough year for me."
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