The club dropped straight back to the second tier this season after a turbulent campaign off the field, which resulted in Malky Mackay being sacked as manager amid a reported falling out with owner Vincent Tan.
An agreement was reached between the pair recently following a legal claim but it was just one of a number of off-field distractions, including tension between Tan and the club's supporters over the changing of their shirt colour from blue to red.
It said Dalman was keen to focus on other business interests but he denied such claims, describing them as "nonsense".
In a statement on the club's official website, he said: "What nonsense. The article reporting on my future at Cardiff is total nonsense.
"I have no plan to go anywhere and will continue to play a role in the future of Cardiff City Football Club."
Having replaced Mackay with Ole Gunnar-Solskjaer, Cardiff finished bottom of the Premier League and will return to the second tier of English football.
