The 58-year-old who is working as Red Bull's head of global football left Liverpool at the end of the 2023-24 season after a nine-year spell that delivered major honours including Champions League and Premier League titles.
Real appointed former right back Alvaro Arbeloa, previously their reserve team coach, as manager in January following the departure of Xabi Alonso who was sacked after seven months in charge amid a poor run of results and reports of unrest among senior players.
"If Real Madrid had phoned, we would have heard about it by now," Klopp told reporters at the Magenta TV World Cup team presentation on Monday.
"But that's all nonsense. They haven't called even once - not once. My agent is there, you can ask him. They haven't called him either.
"Right now I'm not thinking about that. Luckily, there's no reason to.
"For my age, I'm quite advanced in life, but as a coach I'm not completely finished. I haven't reached retirement age. Who knows what will happen in the coming years? But there's nothing planned."
Klopp, who previously managed Mainz 05 and Borussia Dortmund, has also said he would never coach another team in England apart from Liverpool.