The Manchester United legend and Leicester City striker both appeared in court as part of their wives' libel trial, which has been dubbed 'Wags at war'.
The Foxes star's comments come after Rooney claimed he was told to tell Vardy to have a word with his wife, Rebekah, to 'calm down' whilst featuring for England at Euro 2016.
"Wayne is talking nonsense," said Vardy on the court steps as he appeared for the trial. "He must be confused because he never spoke to me about issues concerning Becky's media work at Euro 2016.
"There was nothing to speak about, I know this because I discuss everything with Becky."
Rooney has previously revealed his alleged conversation with Vardy over his wife, saying he was asked by the Three Lions hierarchy during his time as captain to speak to the striker.
"It was awkward for me to have to speak to a teammate regarding his wife," said the 36-year-old.
Rooney says they went to a games room to have the conversation, with Vardy having a Red Bull energy drink while Rooney sipped a coffee.
"It was such an awkward moment for me to have to speak to him", he added.
The current Derby County boss stated he '100 per cent' spoke with Vardy, after being asked to do so by former England manager Roy Hodgson.
However, Rebekah insists her husband Jamie never had a discussion with Rooney over her activities on social media, which had allegedly caused trouble for the Three Lions six-years ago at Euro 2016.
Rooney's wife Coleen and Rebekah have long been in a battle, after Vardy's wife was accused of leaking 'false stories' about her private life dating back to October 2019.
Coleen is understood to have previously carried out a 'sting operation' through Instagram stories in order to find out which would go into the public domain.
She would post fake scenarios and see if they would be published in the news.
Rooney claims he was unaware of the acts of his wife, before saying he 'did not want to get involved' in her business.
"I'm not big on social media and I didn't want to get involved", he told the Court.
"My wife is an independent woman who does her own thing and I didn't want to get involved in what the situation was.
"She made me aware of it and that was the last time I actually spoke about it."