The Scotland international is a summer target for Arsenal.
Excitement among fans grew, with many speculating that he might have travelled down to discuss personal terms with Unai Emery's team, who desperately need reinforcements to strengthen their top-four challenge for next season.
But he was down south to see Scottish MMA star Chris Bungard, who revealed: "Kieran is a friend. During pre-season he would sometimes come down to the gym and do a bit of training.
"But outside of the gym we go for food and stuff like that. He's a great guy."