A weekly Egyptian paper claimed that Azmi was involved in a brawl with Hassan ahead of Egypt's friendly international against South Africa in England.
"There is no truth to what this weekly newspaper reported," Azmi told FilGoal.com exclusively on Tuesday.
"Ahmed (Hassan) is like my older brother, nothing of this sort could happen between us," the Egyptian international added.
The 23-year-old went on to describe his relationship with the Anderlecht midfielder.
"What people don't know is that I always look forward to rooming with Hassan in the national team's training camp, we enjoy each other's company.
"Whenever we are with the national team, the two of us and Abdul-Zaher Al-Saqqa and Ahmed Fathi hang out together," said Azmi.
Azmi has become a permanent fixture in Hassan Shehata's Egyptian squad ever since the African Cup of Nations.
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Azmi refutes Hassan bust-up reports