Reports emerged recently that Shonga was training at the club after failing to secure a move to AmaZulu.
The former Orlando Pirates striker is now back home in Zambia as he decides his next move in his football career.
Malada confirmed that Callies had no intention of signing Shonga for this campaign.
"That's not true, we were surprised by reports even suggesting he was training with us," Malada tells snl24.com/kickoff.
The Romans as Callies are known, have signed veteran Collins Mbesuma and Edward Manqele to bolster their striking force this season.
Manqele also outlined his ambitions of winning promotion to the DStv Premiership.
"My intention is to go back to the DStv Premiership next season with Callies," Malada added.
"We didn't do well in our last two games but we want to turn things around this time when we play Cape Town All Stars and begin winning."
