The 22-year-old has been linked with several sides, including PSV Eindhoven and Wigan.
“There has been no approach,” he told Medio Tiempo.
“As I have always said, Benitez is a great player and I have complete faith in his ability to go far because he has great commitment to this team.
“There is interest from many teams, but that story is not accurate.”
He added: “There have been approaches from Wigan and many other teams, but so far there has not been anything formal.”