The Turkey boss, who is favourite to succeed Carlo Ancelotti at Stamford Bridge, is furious at claims he is advising the Blues on transfers.
He said: "After the Belgium-Turkey game I went to South Korea. I did not go on holiday.
"I went to one of my projects in the country where I worked during the World Cup of 2002. I do a lot of work for charity there.
"I am busy creating lots of pitches, in particular for handicapped people.
"When I got back to Europe I was confronted with all sorts of stories, saying I had told Chelsea to sign Sneijder. I am not making a fuss about any of the other stories, but I have to make it clear there has been no contact between the club and me in the last couple of weeks.
"I have enough on my plate trying to get Turkey to the Euro finals.''