There's been claims a deal between the two clubs has been settled for the Russia international, who will move to London in January.
It's been suggested Chelsea and Dynamo have managed to navigate financial sanctions against Russia by working with an Armenian bank.
Asked for an update, Gafin told TASS: "We cannot rule out the resumption of history with Chelsea in winter, I cannot comment on the information that appears and will appear.
"Regarding his alleged contract with Chelsea, we don't know anything about this, we did not give permission for such contacts. I think this is from the rumour area."