The 23-year-old has been linked with a move to the Premier League side in recent weeks.
“Nobody has contacted me and no document has arrived from Blackburn. It is only rumours and it is not up to me to go somewhere,” he said in the Lancashire Evening Telegraph.
“I have a contract with Olympiakos. If Blackburn or another club has an agreement with Olympiakos then I will speak with them.”
