The Giants star halfback, who is under contract with the club next year, has been linked with a move away from the John Smith’s Stadium with Hull FC a potential suitor.
But Brough denies that is the case.
“No, I can’t say any more than that, definitely not,” the 33-year old said.
It has been a nightmare season for Huddersfield with the Giants winning just one of their nine games as they sit on the bottom of the Super League ladder.
“We’ve not been good enough,” Broug admitted.
“The results show we’ve not been good enough. We’ve missed too many tackles.
“We’re having it tough, and all the teams around us have improved as well – there are a lot more games going down to the wire.”
Huddersfield have battled with injuries and the Scottish international has featured in seven of their matches.
The Giants have been a top-four side for the past three years and Brough believes they can climb back up the table.
“It’s getting harder to catch-up when other sides are doing better and getting away from us,” he admitted.
“But we have to believe as a group and think we can climb the ladder. As long as there’s a chance we’ve got to keep trying.”