Quotes attributed to the 25-year-old on Monday claimed that Portuguese winger Nani was among those looking for a route out of Old Trafford.
Having fallen out of favour himself, Anderson left the reigning Premier League champions in January to join Fiorentina on loan.
He will see out the season in Italy and is said to have no intention of returning to United.
Anderson was said to have intimated that he is not the only one looking for a permanent move in the summer, with a number of experienced performers having grown increasingly frustrated.
He has, however, now moved to deny that any such comments were made.
Anderson posted on his Instagram account: "I'm shocked and surprised with a supposed interview that never existed.
"I never gave any interview, much less to say bad things about a club that I love, a club where I grew up and that gave me so much. Shame on you!!!!
"I'm like a fan and love the club.