Cooke, 28, moved to Craven Park from the KC Stadium two years ago amidst much controversy, which caused a bitter row between the clubs.
He was eventually banned for four months after it was ruled he had breached his Hull contract, but despite this rumours have surfaced that he could return to west Hull.
He said: said: “I’m quite happy as I am, I have got another year on my contract at Hull KR.
“We have not sat down as a club yet, but I didn’t expect to.
“I am here for another year as far as I am concerned and I am not particularly worried about what anyone else is saying about me.
“Unfortunately people find it easy to speculate about what is happening in my life.”
Cooke won the Challenge Cup with Hull in 2005.
Coach Richard Agar said: “It’s a stupid rumour and there are plenty of stupid rumours going around in this town.”
Rovers boss Justin Morgan added: “Cookie is contracted for another 12 months with us and there has been no formal approach from anyone.”