The veteran has been linked with a summer move to Juve.
“We're talking about a formidable team," he told Esporte Interativo.
“I remember following them a lot when Nedved played. I also swapped shirts with him.
“Having said that, I'm still a Real Madrid player and I have a contract in force.
“I don't know where the rumours have come from. I'd say if there was an agreement or negotiations had taken place."