The pair could be seen arguing on the pitch over who should take a penalty in the second half of the team's 2-0 win over Lyon on Sunday.
Reports in France have claimed that the pair's tension spilled into the dressing room, requiring teammates to keep them apart, but Cavani has played down the speculation.
"These things are created," the Uruguayan told Gol de Medianoche de Radio Universal. "I don't know why these stories are created. The truth is that these are normal things, things that happen in football.
"I learned of the story just now talking with my brother, about people saying that Cavani won't let anyone take penalties and that there's a problem with Neymar. The truth is that there's no problem.
"[Neymar] has just arrived and like I said from the off we are keen for him to adapt in the best way possible. I think that's been proven because you can see he is adapting quickly."
The Brazilian became the world's most expensive footballer when he moved to Parc des Princes from Barcelona for £200m in the summer.