Stories over the weekend speculated that the Wales international - the Foxes' leading scorer this season with 15 goals - was set for a summer switch to Everton.
Eriksson told the Leicester Mercury: "I have read about Andy King in the newspapers but I guarantee that I have heard nothing of this.
"The club has not been contacted because I would have known that as well. Andy's agent has not spoken to me either."
Source: PA
Source: PA