The Argentina captain, who has returned to his homeland for a break following his country's quarter-final exit at the World Cup, has been heavily linked with a move to Inter Milan.
"The speculation about him leaving continues, but I must also put the record straight and say that as yet it is pure speculation because we have heard nothing from Inter and heard nothing other than he will come back and work with us," Hodgson told talkSPORT.
"To be honest, if you're a player and a new manager comes in, you don't have a lot to say to him.
"We'll have plenty to talk about when we start working together - we don't necessarily (need to) have lots of small talk over the telephone.
"I am disappointed it's been flagged up as he's let me or the club down in some way. I don't see it that way at all.
"That's been exaggerated and it's good to have a chance to put the record straight. I left a voice message - obviously I wanted to congratulate him on the World Cup that he had, to say I was really looking forward to seeing him again and wish him a good holiday.
"I remember actually saying, 'Don't feel as though you have got to ring back. As far as I'm concerned, it's just important for you to know I am trying to contact you and I am counting on you.'"