The 34-year-old has been linked with a move to China and a deal at Major League Soccer giants Los Angeles Galaxy.
Lampard told the Sunday Sun: “There’s nothing in that at all.
“I’m here in Los Angeles on holiday with Christine (Bleakley).
“We got engaged here last year and we love it over here.
“Steve’s over here a lot on music and football business, he organised a box, so we could go to see the Galaxy game.
“Becks was suspended for the match, so he came and sat with us and we had a good laugh, that’s all.
“Now I’m really looking forward to getting back to Chelsea. I’m feeling fit and fresh and I’m raring to go.
“My thigh strain is completely healed now and maybe missing the Euros was a blessing in disguise for me.
“I had a full summer off and I’m ready to go back to start the hard work for the new season.
“We’ve more to look forward to with the Super Cup and World Club Championships.”
