The head coach job at the helm of the 2020 Fifa U17 Women's World Cup hosts is vacant, and the All India Football Federation (AIFFF) search for a tactician to lead the team on home soil.
But, Dennerby, who earlier threatened to leave current his job, insisted that there was no approach for his services and that he is keen on resolving the matter with the West African nation's governing body.
"It's fake news and click bait! There's been no approach from any country," Dennerby told Goal.
"I believe they are quite aware of my situation with Nigeria but I want to clarify that I did not receive any proposal from India or any other country whatsoever, as they are saying.
"I am still under contract with Nigeria and currently focused on sorting out my future before thinking about what is next for me."
Dennerby took over the Super Falcons in January 2018 having led the Sweden women's side to a third-place finish at the 2011 Women's World Cup during his seven-year stint in charge.
Despite the current saga, Dennerby made his mark in the last 18 months, winning the African Women's Cup of Nations, Wafu Cup and also reaching the Round of 16 at the Women's World Cup.
With Nigeria seeking to return to the Women's Olympic Games in Tokyo next year, after missing the 2012 and 2016 editions, Dennerby is still keen on seeing out his contract which expires in the summer of 2020.