Forlan, who won the Golden Ball award for the best player at the World Cup after inspiring Uruguay to a fourth-place finish, is under contract with the Primera Division outfit until June 2013.
"We don't know anything about any club," Atletico president Enrique Cerezo told AS.
"No one called us to ask for Forlan. That is why we are calm.
"The intention of Atletico is not to transfer any players. If anyone wanted Forlan, they would have to speak to us first. But our player is happy at Atletico and the best thing is to let him be."