The Brazilian is widely expected to depart Germany at the end of the season, with a number of clubs monitoring developments.
However, Pochettino has insisted that the former Atletico Madrid playmaker is not on his wanted list.
"Of course we know of him, as we know of any other players," Pochettino told the Daily Echo.
"But that piece of news doesn't make any sense, because Southampton is not interested in him.
"We have also seen this news in Spanish media, so I don't really know where these rumours come from."
The 28-year-old has also previously played for Juventus, Porto, Werder Bremen and Santos.