“It was funny because I did an interview in Holland in which they asked me if I had heard anything about Liverpool’s interest,” he said in comments carried by Mundo Deportivo.
“I said yes because I had read it in the press.
“As soon as I said yes, my phone exploded with messages. I said I knew about it because I read it in the press, but I never confirmed that Liverpool had been interested in me.
“My team has not told me anything and I am really enjoying my football at Villarreal.
“I am very happy here and have had a fantastic season. Unai Emery has been fantastic with me. The coaches have been fantastic with me. The whole club, really.”
Danjuma, 25, has been linked with a return to England after a superb debut season with Villarreal that saw him score 16 goals in 34 games. He joined the Yellow Submarine from Bournemouth, who he played for in the Premier League and the Championship.
Danjuma, who has earned six caps and scored two goals for the Dutch national team, has a contract in place at La Ceramica until the summer of 2026. He began his football career with PSV before spells with NEC and Club Brugge, from whom he joined Bournemouth.
Villarreal made it to the semi-final of the Champions League this season only to lose to Liverpool. Danjuma was perhaps the star of their run, scoring six goals in eleven games.