Cazorla told Spanish radio station Cadena Cope: "I've seen that in the papers, but nobody has told me anything personally and the only things I know are from the papers, so I don't know anything.
"I'm only focused on training here and preparing well playing with Arsenal. It's paper talk.
"I'm well, I have the confidence of everybody, the support of the fans and we hope to have a good season."
Cazorla scored the first of three goals as Arsenal beat Manchester City in the Community Shield on Sunday.