News reports emerged in the past few weeks that the Team of Choice had captured the services of the Ivory Coast-born player.
Zakri was reportedly part of a deal which saw Lebohang Maboe joining the Brazilians together with striker Keletso Makgalwa moving to the KwaZulu-Natal midlands side.
Coach Pitso Mosimane had previously also confirmed that Zakri joined Maritzburg and would add value at the 2017/18 Nedbank Cup finalists, but Davids has denied the striker's arrival.
“Zakri is not our player, he has not signed a contract with us. If there was anything he signed with us, we would announce on our website or Twitter page as we always do with new signings,” Davids told Isolezwe.
Davids was speaking to reporters at Harry Gwala Stadium on Saturday as they were peparing for their MTN8 Cup quarter-final clash on Sunday.