The Italian international claims that Mazzarri told him that he was not a guaranteed starter, but the 51-year-old said that he has not spoken to any of his squad yet.
"What I said to the club is exactly what I said when I held my press conference in Appiano Gentile," read a statement on the club's official website.
"I haven't spoken to or about the players since then because I was waiting for the start of the season. I don't see how I can have decided who my first-choice players and squad players are before I've even had the chance to coach them.
"I'd like to put on record that the last time I spoke to Cassano was at the Inter vs. Napoli match in the first half of last season. On that occasion I just said hello to him on the pitch."
Mazzarri was announced as Andrea Stramaccioni's successor in May.