Spanish newspaper Sport claimed that the Uruguayan had committed himself to Real, who would offer €45m plus players.
But he insisted it was just speculation, saying he only had thoughts for Napoli.
“During my career people have linked me with numerous clubs, but until there is a signature nothing is for sure,” Cavani told Ovacion Digital.
“Right now my only thought is for Napoli. I want to have a few days off before going on international duty. I want to continue working and improving, as in life one must always keep learning new things.”
He became the first Capocannoniere in a Napoli jersey since Diego Armando Maradona in 1987-88 and helped them to reach the Champions League.
“It was such a great feeling to win that title, as it was my dream since I first arrived in Italy. Second place is a good result for Napoli, as we were close to Juventus at the start, but then they started to take off.”
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