"We neither opened talks with him nor interested to," Zamalek chairman Mohamed Amer told FilGoal.com.
Ertugral, who had a previous spell in charge of Ismaili, was quoted as saying that he received an offer to take over the Cairo giants.
"I have three good offers– Zamalek in Egypt and two clubs in Turkey," the Turkish tactician, who was sacked as Kaizer Chiefs coach earlier this month, told KickOff.com.
Michel Decastel's position as Zamalek boss looks safe following the team's decent run under his guidance.
The Swiss was appointed last January to turn around the Cairo giants' fortunes as they faced the unthinkable prospect of being relegated to the second division.
Decastel relied on several youngsters who proved their worth and helped Zamalek return to winning ways.
Zamalek, who last won the Egyptian Premier League in 2004, now lie sixth in the 16-team table.
Presidential candidates Kamal Darwish and Mamdouh Abbas promised to keep Decastel at the help if they won the elections later this month.