Masilela had been released by Amakhosi in June, following the expiry of his contract, and is currently a free agent.
A source earlier told KickOff.com that the 33-year-old had been sounded out by the Team of Choice to undergo an assessment at the club last week.
However, this did not materialise, and further reports have since suggested that the ex-Bafana Bafana fullback had "failed" to impress coach Fadlu Davids.
United's football and operations manager Quintin Jettoo moved to label these claims "fake news" on Twitter, while adding, "This player [Masilela] has served his country with aplomb and was never on trial with @ and surely deserves some respect."
Masilela has since told this website that he had never been for a trial with the Pietermaritzburg-based outfit, and says he is still weighing up his options.
"I saw the reports, but I don't know anything about joining Maritzburg. I haven't been in contact with the club or anything," the former Getafe left-back says.
"I'm still considering my options with regards to my future, but there is nothing I can share at this moment."
The Witbank-born defender managed over 150 appearances during his six years at Naturena, while he also notched up 46 senior international caps.