SkySports.com on Friday published a lengthy interview with the former Wigan Athletic star, in which he expressed a desire to join a Premiership club this summer.
He also admitted that his 'behavior when returning late from international duty was unacceptable', and apologized for 'the ways things turned out' at the end of his season-long spell at the JJB Stadium.
However, Zaki told FilGoal.com several hours later that he has no intention of getting back to England.
He also stressed that he has never been interviewed by the renowned sports website.
"I have never released any statements to Sky Sports," the Egypt star exclusively said to FilGoal.com.
"I don't know why they came up with such a weird story.
"I'm not really fluent in English, so no way could I have said all these things.
"I also asked my agent Nader Shawki whether he said anything on my behalf, and he confirmed that he didn't.
"I'm not willing to move abroad this season, and I will definitely stay at Zamalek till next summer."
Zaki had an immaculate start to his Wigan adventure last term, but his form notably dipped in the winter and he fell out with then coach Steve Bruce as a result of indiscipline problems.
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