Forlan has been mentioned in part of a swap for Juventus midfielder Tiago.
But he has poured cold water on such talk while Tiago joined Atletico Madrid yesterday in a transfer worth €5.5m.
Forlan said: “Juventus are an important team, but it's only a rumour.
“I have spoken with Atletico's President today, but we didn't speak about this, nor did we even comment on it.
“It was a normal conversation,” he said. “I have a contract for another three years here and I am very happy. I like playing here. I like living here. The truth is that I am very well.”