The Daily Mail says Valencia, 31, who has regularly taken to social media to declare his love for long-term partner Zoila Meneses, previously referred to as his wife, allegedly flew 23-year-old Norwegian Sophie Vagsaeter to England for the Manchester Derby on September 10.
Valencia, however, posted to Instagram: "In relation to recent news concerning my personal life, it is important to clarify that my current civil status is single.
"Over the past months I have not had any formal relationships.
"I am sorry if recent personal events have generated confusion or distress. I kindly request the media not to interfere in our personal and family life.
"As usual, my efforts are focused on my professional career and on my daughter."