The 40-year-old had been linked with a move to Prenton Park after Rovers sacked Gary Brabin.
"No contact has been made between the two clubs," he told the club website.
"I want to stress that [assistant] Ken McKenna and I are very happy and we are looking forward to progressing under new owner Diego Lemos."
Morecambe boss Jim Bentley has rubbished rumours linking him with a move to take the vacant manager's job at National League side Tranmere.