Reports suggest Real Madrid are lining up a move for the 23-year-old but the striker has been quick to quash the rumours.
"No no, all of that, no," he told reporters. "The truth is that I am happy here, happy with my fellow players and the rest of the staff.
"The only thing I have to do is enjoy playing football. I hardly ever do interviews.
"Sometimes I have to get in touch to deny or correct the claims but I can't dispel every claim that is written about me.
"I repeat that I am very happy here and they invent things to try to compromise me."
The return of Carlos Tevez has delighted Aguero and he compared the loss of the striker to Wayne Rooney leaving Manchester United.
"I have always said he is our best striker and I was really upset to lose him for two games. That was like United losing [Wayne] Rooney," Mancini said.
"Yes, obviously Carlos is a great player, like Edin [Dzeko] and Mario [Balotelli], and fortunately we know each other from [playing for] Argentina," Aguero said.
"He knows how I move and play and I know his game so we hope to be able to keep getting to know each other better and I'm happy for his first game."