Mourinho has been linked with OL as Bruno Genesio prepares to leave when his contract expires next month.
But the Portuguese would only say: "I have no answer.
"I never answer this type of question. I have a lot of respect for all clubs, those who think of me as those who do not think of me."
OL president Jean-Michel Aulas said a fortnight ago: "I really like (José) Mourinho, but he must be happy too. For now, I think we have no more than a 10% chance of attracting the Special One."