The Egyptian champions recently announced that they have received several Gulf offers for the services of the full-back.
Widespread reports suggested that Al-Kazma are eyeing the 31-year-old.
However, the Kuwaiti giants were surprised that they were linked with a move to Al-Shater.
"Our relationship with Ahli is excellent, but we never inquired about the availability of Al-Shater," Al-Kazma board member Jawad Al-Gharballi told FilGoal.com.
On the other hand, Al-Shater said he is yet to decide whether to resume his football career.
"Ahli assured me that I would be given an administrative or a coaching role once I hang up my boots."
"I'm still considering my options," the former Egyptian international concluded.
Al-Shater joined Ahli from arch-rivals Zamalek in 2004 after activating a buy-out clause in his contract with the White Castle.
He established himself as a key member of Ahli's squad but a succession of injuries and a sudden dip in form last season hampered his progress.