Coming off contract in June, Iraola has been linked with Athletic Bilbao after Ernesto Valverde announced on Friday morning that he would be leaving the post this summer.
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Asked directly about the Athletic speculation, Iraola said: "No, it doesn't have anything to do with me.
"Probably as a supporter because it is my club but no it doesn't affect the siuation. I've said it a lot of times I'm very happy here.
"I have a great relationship with the club and it's true that we will have to take a decision according to this but it's a situation I have had most of my years as manager. It is not new to me."