Mayweather Jnr had tweeted that he was in negotiations with Alexander regarding a potential fight when he returns from injury but the IBF world welterweight champion has insisted that his next fight will be against Kell Brook.
Alexander told iFilm London: "It's just a tweet; everybody went crazy about it.
"My obligation is to fight Kell Brook and that's what I'm going to do.
"We'll be back in the gym next week; my arm is feeling much better, it will be 100 per cent when I fight Kell."
Alexander and Brook have seen a scheduled fight cancelled twice, first because of an ankle injury to Brook before it was revealed that Alexander had suffered a biceps injury during training.