Reports on the Daily Telegraph website overnight claimed Dickov and former Rovers team-mate Garry Flitcroft had emerged as candidates to succeed Steve Kean as the Championship club's hierarchy prepares to draw up their shortlist on Thursday.
Dickov, who is in his third season at the helm at Boundary Park, suggested the speculation might be a result of his presence at Blackburn's Brockhall training complex on Wednesday for a reserve game between the two clubs.
After the diminutive former Manchester City striker joked the broadsheet Telegraph was "too big for me", he dismissed talk of a move to Ewood Park.
"That's the first I've heard of it," he said.
"Maybe they've put two and two together and got five because I was at Brockhall yesterday, I don't know."