Carragher told Sky Sports: "I got a text message about it but Liverpool have created a lot of rumours over the years and that's another one. It was a rumour and there's nothing in it."
The centre-back felt Liverpool's organisation was the key to tonight's victory at the Bernabeu, where they restricted Real to a handful of long-range efforts.
"It's exactly what you're looking for, a clean sheet and an away goal," he added.
"But it's only half-time and they know what they need to do.
"We base ourselves on being organised, we're probably one of the most organised teams and that was evident again tonight. The away goal's massive in Europe."