Blair, who plays his club football for the Brisbane Broncos, had been linked to a switch to Wigan on social media.
But the prop told Love Rugby League that was not the case.
“Nah I’m not going to Wigan,” he said.
“It was the first I heard of it just before. Nah I’m not going anywhere. I’m pretty tight with Wayne [Bennett] and I’m sure he would let me know.
“I haven’t spoken to him, but I’m still at the Broncs.”
Blair joined Brisbane in 2015 on a three-year deal. He is contracted to the Broncos until the end of 2017.
The 30-year old has played over 200 NRL games and more than 30 Tests for the Kiwis.