The 28-year-old made his comeback from a serious knee injury in the Emirates Cup over the weekend, coming off the bench in a 2-2 draw with Valencia on Saturday before netting the only goal against Arsenal on Sunday.
Despite missing the second half of the 2013-14 season, as well Colombia's World Cup campaign in Brazil, speculation has grown that Real are interested in bringing the striker to the Santiago Bernabeu.
Falcao has already seen compatriot James Rodriguez depart for the Spanish giants, but the former River Plate, Porto and Atletico Madrid man says he has heard nothing about a potential return to La Liga.
"Madrid? I'm not aware of anything," he is quoted as saying by AS.
"I can't think of another club now.
"All I can is keep working for the Monaco coach [Leonardo Jardim] at his convenience."
Jardim underlined the Ligue 1 club's determination to keep hold of their star man earlier this week, saying: "At this point Falcao is our player and he's with us 100 per cent and we don't want to let him go."
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