Wigan Athletic tried and failed to land the Scotland international ahead of deadline day, but now they could again return with an offer to loan with a permanent deal in January.
But Rhodes insists that the speculation around him is not emanating from him.
"I saw a couple of newspaper articles after the deadline and they said 'Jordan Rhodes is unhappy' and things like that, but you know what? That couldn't be any further from the truth," he said Rhodes.
"It's a terrific football club, full of great people. I love coming in every day and it's a terrific environment to be in.
"I don't know where these things come from. People add two and two together and come up with five or six. It's just not a true story."
Wigan boss Owen Coyle admitted over the weekend that a striker was still in his sights.
"It's no secret that we'd like to add another striker," said the Latics boss.
Rhodes is currently the toast of Blackburn having salvaged a last-gasp draw with local rivals Burnley on Saturday, but the goal - his fifth in three games - was somewhat fortunate as the ball was struck off him by Michael Duff.
"How many times would that happen out of 10?" said Rhodes.
"Fortunately, it found the back of the net and you know what? As a striker, I'd rather score one of them than a 30-yard volley that ends up in the top corner. They're sweeter."