Recent media reports have suggested Tinkler could reunite with Vitoria, a club he played for from 1992 to 1996.
However, the ex-Bafana Bafana midfielder insists he has not been approached.
“Those are all rumours,” said Tinkler, who is preparing his men for Saturday's Nedank Cup final with SuperSport United at Peter Mokaba Stadium.
“I was surprised as you are to hear about the news (joining Vitoria Setubal), but there was never any contact.”
He added: “Don’t believe everything you read – and this hasn’t affected anything in terms of our preparations. Our preparations have been very, very good. Like I said the mood has been very good.”
Tinkler reiterated his commitment to the Buccaneers.
“I’m at Orlando Pirates and I’m the head coach here and my future is with this club. I’m happy to be at this club.”