The 28-year-old completed a transfer to the Serie A champions from Athletic Bilbao on July 1, signing a four-year deal following the expiry of his contract with the Basque outfit.
However, it has recently been suggested that coach Antonio Conte would be willing to allow the Spain international to leave, with Valencia reportedly interested.
But Llorente has dismissed those rumours and insisted that he is looking forward to his first season playing in the Italian top flight.
"It is not true what has been written - it's all lies," he told Cadena Ser.
"Conte is pleased with what I'm doing. It was a very tough pre-season and we worked very hard. I wasn't used to the system and I'm trying my best to get used to the new patterns of play.
"This will be an important season, especially with the World Cup in Brazil coming up. Every player wants the best for themselves and for me the best thing was to choose Italy and Serie A.
"Now I need to adapt and that takes time, but Juve have been very welcoming. I'm integrating in the best way I can and I have my team-mates to thank for that.
"There's the Supercoppa against Lazio on Saturday and I'm really looking forward to the start of the season."
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