The Denmark international has continually been linked with an Anfield exit in previous transfer windows, with La Liga giants Barcelona showing a reported interest in the close-season.
Those overtures were rejected, but Liverpool are particularly strong in the centre-back position with the likes of Kolo Toure, Mamadou Sakho and Martin Skrtel all providing competition.
Serie A outfit Napoli, coached by former Liverpool boss Rafael Benitez, have emerged as strong contenders for the 29-year-old's signature, but Agger insists there is no truth in the rumours.
"I'm not thinking about moving at the moment, not at all," he told Jyllands-Posten.
"I've only seen what the papers say and I can't really do anything about it. There is no reason to believe these rumours."
Agger's primary focus is on helping Liverpool challenge for the Premier League title, with Brendan Rodgers' men just six points adrift of leaders Arsenal.
And he reckons that a new-found belief has been the key to their success.
He added: "There is a much different atmosphere in the dressing room.
"It's like we truly believe that we are going to win and that is not something that we have done in the last couple of years.
"We are winning games, playing some great football and scoring a lot of goals. We've proven that we can challenge and then we have a guy up front (Luis Suarez) who scores goals from time to time."
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