Mabena was rumoured to be on Chiefs' radar after he rejected a contract extension offer from Platinum Stars at the end of last season.
However, the former Orlando Pirates forward landed up joining Celtic on a two-year deal in July.
"I can't talk about that [Chiefs speculation] because it's something that I didn't know," Mabena tells KickOff.com.
"It was something that was a rumour to me and that was seen in the newspapers. Remember, I was away with Platinum Stars playing in the CAF Confederation Cup for two weeks so it is something that I know of [from the papers]. But nobody called me [from Chiefs] and nobody said anything to me."
The 30-year-old impressed in three years with Dikwena, notably winning their Player of the Season award when he netted nine goals in 2015/16.
Mabena remembers his time fondly in Rustenburg, having also received a Bafana Bafana call-up for a friendly with Ghana and tasted CAF Confederation Cup football last term.
"Look, a lot of personal things [I will remember] that I achieved as a player in the 2015/16 season," he says.
"I think playing in Africa as well, helping them to get to the group stages of the CAF Confederation Cup, that was also an achievement.
"But to be honest with you, I wasn't surprised to be released because my contract was finished. I was a free agent and Celtic wanted my service so I was available for them.''
Mabena was part of the Phunya Sele Sele side that lifted the inaugural Prince Mangosuthu Legacy Cup last weekend.