Our Scottish international goalkeeper was linked with a £1m switch to Ibrox in this morning's newspapers.
"I know nothing about it," said a bemused Sully on the first day of pre-season training at Spurs Lodge. "You know as much about it as I do."
Assistant boss John Gorman added: "I know nothing about the story. There is so much speculation going around in football at the moment."
Neil Sullivan distanced himself from stories linking him with a move to Rangers this afternoon.