The former Hammers midfielder said: "We issued a statement last week because of the speculation and at this moment in time it is just speculation - there has been no formal approach to Charlton by anybody.
"I'm proud of what we have done at this club and it has grown enormously over the last six or seven years.
"But in football things happen: last Wednesday I couldn't have envisaged Harry Redknapp leaving West Ham, you couldn't have envisaged Vialli leaving Chelsea, but things happen and there's always going to be speculation surrounding that.
"If someone touted a job for you, would you jump in full steam ahead without knowing what the facts were?
"In football there has to be a formal approach and it was obvious that my name would be linked because I am an ex-West Ham player and I've had a decent time of things in recent years.
"But you can't contemplate anything unless you are asked; it's like a player when he comes into my office on a Friday - he doesn't know he has been left out until I actually tell him."
He denied he had a 'release' clause in his contract relating specifically to West Ham, adding: "There's always clauses in contracts, either way, and I'm no different but it's not exclusive to West Ham.
"Manchester United is interesting and Arsenal is interesting, any top club is interesting and talk to most managers and they would say the same thing."
He also says that he does not know anything about being offered a coaching role with England, saying: "It's something that has been talked about, but it has faded away a bit recently; I've not spoken to anybody and we will have to see what will become of it."