The Kiwi has been in charge of the Crusaders since 2017 after spells with New Zealand's under-20s and Canterbury.
Reports claim that he is contention to replace Warren Gatland as Wales' head coach in 2019 when he steps down, although his compatriots Wayne Pivac and Dave Rennie are also thought to be on a shortlist.
Robertson appeared genuinely surprised when asked about the rumours and insists he hasn't been approached, although he admitted he was flattered to be in the mix.
"Wowee, I don't know about that," Robertson told Radio Sport. "I'm not sure where that's come from. Wow, I don't know if they have got a wave pool in Cardiff but it's always flattering to get those opportunities.
"I suppose that is part of the coaching job, when a new job comes up your name is going to be bandied around. No, I haven't heard anything.
"Like I said it (the speculation) is flattering. But no, I have not heard anything - I am happy here."