Real Madrid coach Carlo Ancelotti twice tried to sign Begovic whilst in charge at Chelsea and, with Diego Lopez possibly on the way out of Real this summer, it has been reported he may make another move for the Bosnian this summer.
Begovic, however, has received no contact from the Spanish giants.
He told The Sentinel: "I'm proud to read that sort of stuff, but it's just rumours.
"There's nothing official or any contact with anyone from Madrid.
"It's extraordinary, brilliant, to be linked with a club like that, one of the biggest in the world.
"I'm very happy at Stoke and I have an excellent position here. I only think about my club.
"If you come to me with more than speculation then I'll give you more specific answers in the future."