The Germany international, who has been tipped for a reunion with his former manager Pep Guardiola at City, said that he is "glad" to be the subject of such speculation.
"There was no contact and, as you know, I'm happy and satisfied here and I've just extended my contract, actually," Neuer told reporters.
"I'm glad that there's speculation and talk about it. Pep still has my phone number but he hasn't called me, so everything is alright."
Reports linking Neuer with the Sky Blues emerged when Guardiola dropped first-choice goalkeeper Claudio Bravo following a string of lacklustre performances.