The veteran Portuguese coach, who led Los Blancos from 2010 to 2013 in a heated rivalry with Pep Guardiola's Barcelona, is reported to be on Madrid's shortlist for a new coach.
Current Real Madrid boss Alvaro Arbeloa seems set to be replaced with the team heading for a second consecutive season without a major trophy.
"No one from Real Madrid has spoken to me. I can guarantee that," Mourinho, 63, told reporters.
"I've been in football for so many years and I'm used to these things... but there's nothing from Real Madrid," added Mourinho, who guided Real to the 2012 La Liga title.
Madrid president Florentino Perez appointed Arbeloa in January to replace Xabi Alonso, who lasted just a few months at the helm.
Real Madrid trail La Liga leaders Barcelona by 11 points with five matches remaining and were knocked out of the Champions League by Bayern Munich in the quarter-finals.
"I have a year to go on my Benfica contract, and that's all," added Mourinho, whose side were knocked out of the Champions League by Real Madrid in the play-off round in February.