Mazembe said in a brief statement to KickOff.com that Kalaba is staying at the Lubumbashi giants for the foreseeable future.
"We are not in the habit of responding to nonsense," the statement read.
Reports indicated that Kalaba would use his time in South Africa during the Nelson Mandela Challenge to conclude a deal with Pirates.
Kalaba is entering his second season at Mazembe after spending the first term on loan from Portuguese side Sporting Braga before making it permanent in November 2011.
The talented playmaker pulled out of the Mandela Challenge due to a groin injury he sustained on October 7 in a CAF Champions League semifinal game against Esperance of Tunisia.