Pochettino was linked with Real before Zinedine Zidane replaced Rafa Benitez.
But he told El Mundo Deportivo: "I have never been close to signing for Real Madrid. There are rumours coming from I do not know where."
On Zidane, Pochettino continued: "What I like about Zidane is his tranquility and his good sense. He coaches in the same way that he played football.
"We will face the best team in the world (next week)."