Antonio Conte says he took unexpected reports which suggested he was about to leave Chelsea "with a smile".
Several leading bookmakers suspended betting on the Italian leaving his role at Stamford Bridge just three months after he arrived in London, with reports in several national newspapers claiming owner Roman Abramovich had held emergency talks with club directors about the head coach.
However, Chelsea told Sky Sports News HQ that these reports were absolute nonsense and Conte joked in his pre-match news conference ahead of the Leicester game, live on Sky Sports 1HD, that he was trying to find out who was betting on his departure.
He said: "I'm trying to find who put the money on but it is very difficult!
"It is very difficult to talk about this situation because I am focused. I am focused about my work, about improving the team and I have a good communication and relationship with the club. It's nothing. I take this with a smile.
"We are working very hard to change the situation of the past, and the last season, and we are trying to build something important for the present, for the future, and you can build only through the work and with time.
"But, I repeat, it is important to be focused in our target now."
Conte praised compatriot and Leicester manager Claudio Ranieri after he led the 5,000-1 outsiders to the Premier League title last season, succeeding 2015 champions Chelsea.
"I was very happy, not only me, but the Italian people that Claudio won a fantastic title," Conte added.
"He had a great celebration in Italy. He is a good manager, a good man and I have a good relationship with him."