Reports in Brazil had suggested that the Tri squad visited the establishment in the wake of their 2-1 loss to Italy but 'Chepo' says stars did nothing of the sort.
"No. We don't have a report on that. It's not like there's even time to do that," he told reporters.
Wednesday's 2-0 loss to Brazil ensured that Mexico have been knocked out of the competition at the group stage but the 49-year-old says their campaign was not a failure.
"Failure? This is not a failure. Failure is when you stop fighting, we simply did not achieve a goal. Final results are always fair. This one was,” he added.
"They played a good game, the team. This was a very good opponent and individual talent made the difference for them.
"We had some good approaches on goal. The team showed great character."