Reports emanating from Spain last week claimed United were in pole position to land the in-demand striker this summer as they look to win the race for the Colombian.
Falcao is one of the most sought-after players in Europe following his goalscoring exploits for Atletico with the likes of United, Chelsea, Manchester City and Real Madrid all credited with an interest in his services.
Atletico Madrid coach Diego Simeone rejected the speculation of a deal being agreed with United and now Falcao has distanced himself from the transfer speculation saying he is focused on Atletico.
"In recent weeks I have tried to isolate myself and not think about the rumours about my future," Falcao told Colombian radio station RCN.
"I do not really know where that information (joining Manchester United) has come from, that is part of the press.
"I'm focused only on Atletico Madrid. I do not let the market rumours affect my performance."
Turning his attentions to the national team, Falcao admits it is his dream to play at a World Cup with Colombia.
"That's the bottom line and what everyone wishes in the national team," Falcao said of qualifying for next summer's World Cup finals in Brazil. "The biggest dream I have is to play a World Cup and be a star
Colombia are currently third in the South American qualifying group and Falcao believes they are well-placed to reach Brazil.
"I think we're on track, although it takes a lot in this group," Falcao added.
"We have important games ahead against Peru and Argentina and it is necessary to get good results because that would allow us to get closer to our goal, which is qualification."