Charlie Kane is also the England captain's agent and he could not get a £100m-plus deal over the line last summer.
But Harry said: “It's never easy when there is any negative story about yourself or someone you know, or your friends, or teammates. In the summer, there was a lot of stuff about my brother, being my agent. That's where we stick together.
“I know what he does for me as an agent, I know what he does for me as a brother and that's all that matters. The rest of it is just noise from our point of view.
“It's just about us sticking together and whatever the circumstance, always being there for each other and that's what we'll continue to do.
“I think that's when families really come together during those moments. Obviously I'm very close to my brother and my parents, my wife, her family, so there's plenty of people that I know and trust and am able to talk to."
Kane became embroiled in a row with the club over a supposed “gentleman's agreement" with Levy to allow him to leave and also accusations that he reported up late after his summer holiday.
Kane added: “That's between me and the club. We've had discussions about it internally and that's the way it will stay."
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