"I have no news for you," the Dutchman told Reuters at the Russian squad's training camp in Turkey.
"I'm not concerned with what has been said about me elsewhere, I'm working here now."
Hiddink's agent said his client wanted to lead a different team to the World Cup for a fourth time in a row.
"There's no chance of him going to Chelsea as he very much likes what he is doing," he told BBC Radio.
"Chelsea owner Roman Abramovich would not make too many friends in Russia if he steals away Guus from the national team."
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