Sissoko joined Spurs on deadline day from Newcastle.
Speaking to L'Equipe, Sissoko said: "I never went to Everton.
"It's funny. I was watching TV, and I saw that a deal had been done with Everton and that I had signed for them, but I was in London, waiting to sign my contract (with Tottenham).
"It is true that Wednesday was rather quick, and it happened in the last hours, but the bottom line is this is done, I have finalised my transfer to Tottenham.
"I knew this club really wanted me. I trusted my agent to do the job from start to finish."
Sissoko, who played for France in their 3-1 friendly win over Italy in Bari on Thursday night, added: "I hope to have a good season and I am happy to be able to play in the Champions League."