"I keep hearing speculation about us signing Danny Milosevic but I want to reiterate that we haven't," he told the Hull Daily Mail.
"I did enquire about him when Alan Fettis was injured but I managed to get Michel Kuipers in.
"I'm happy with the two keepers I've got here."
Milosevic was brought to Leeds by former boss David O'Leary for £100k from Perth Glory in January 2000 and he has had two spells on loan at Crewe and Plymouth.