Rumours emerged over the weekend claiming that the recently promoted Premier League outfit are considering a January swoop for the 24-year-old.
The news comes after the USA international revealed that he may look for a new club in the winter window if he doesn't get more minutes on the pitch.
When asked by ESPN if there is any truth in the Burnley rumours, Altidore said: "I don't know. I never heard anything."
Altidore has played less than an hour of Premier League football this season.