Dalglish seemed genuinely surprised when asked if he had sought reassurance from the club's owners following Comolli's sacking.
He said: "I never put the two things together. Maybe I'm stupid. I don't know.
"It's the owners' prerogative to make these decisions. Unfortunately the guy has lost his job and that's not a pleasant day for anybody."
Asked if he had feared for his job, Dalglish said: "Behave yourself! I'm here to talk about an FA Cup semi-final.
"We were concerned when we came in that the club moved forward. The club HAS moved forward."