Vieira recently declared that he is "ready" to manage a team in Europe, and rumours then went into overdrive when he was spotted in his native France last weekend.
Asked about talk of terms being agreed with Nice, however, the Arsenal midfield legend told reporters: "It makes me smile, because of course there's no contract being signed or anything like that. This is the wrong information. I'm here, like always. I'm really happy. I really enjoy my work, I really enjoy being part of this football club.
"I'm just focusing and concentrating about our next game. I don't want players, myself, my staff or anybody in this football club to be distracted by what's going on. My head, my focus and my energy are here. Things that I can control are being here, having my head, my energy to this football club and then everything going out is out of my hands.
"I can't control what's going on in France, what's going on England or what's going on anywhere else. I have a fantastic relationship with the people of this football club. We've always been clear with each other. For me this is the most important. The other things, I let people do what they need to do or say what they need to say."
Vieira's New York are third in the Eastern Conference standings after 12 games of the Major League Soccer season.