Stories in a number of national newspapers claimed Berg made an angry exit from Rovers' annual staff event after being encouraged to wear a Christmas stocking, made to dance and having a Michael Jackson wig placed on his head.
The club sought to clarify the situation on Wednesday morning via a statement on their official website, where Berg explained "I was asked to do things which were not the right things for me to do as the manager, considering our league position and form" and that he left at 9:30pm as planned.
Addressing the media for the first time since the incident ahead of Saturday's Championship clash with Brighton - a match where Rovers will look to turn around a dismal run of one win from nine matches since Berg took charge - the 43-year-old former Norway international made it clear he did not wish to discuss the matter further.
"You've probably seen the club statement that we sent out and I think that explains how we feel about it - myself and the club." he said.
Asked whether holding a Christmas party was a wise move, considering Blackburn were relegated from the Barclays Premier League earlier this year amid a raft of off-field controversies, Berg said: "Like I said, we put a statement out.
"This was an official club Christmas party that the club normally has, it was not a players' do or anything like that. So we made a statement on it and that's it.
"We're thinking of football. The games are the most important things and that's what our concentration and focus will be on."
He added: "We put out the statement. That is what we will say about what happened. We're looking forward to the game against Brighton and hopefully we'll perform a little better and make a lot better result."