Aguero was expecting to play alongside his long-time friend and international teammate when he moved to the Camp Nou on a free transfer from Manchester City in the summer.
However, Barcelona’s financial predicaments has forced Messi to leave his boyhood club to join Paris Saint Germain in France.
Several reports suggested that Aguero was looking for a way out of Barcelona after missing the chance to line up alongside Messi but the former Atletico Madrid forward has refuted those rumours.
"I don't understand why there was talk of this," Aguero told RAC1. "When I signed, Leo [Messi] had nothing signed. They [Messi and Barca] were coming to an agreement.
"It was invented that there was a clause, but there was nothing.
"I didn't ask Leo much either, I didn't want to bother him.
"I saw him at the Copa America, he told me that they were about to agree, and I thought, good!
"But I didn't want to bother him every day either. I didn't speak any more after the Copa America and I was shocked when everything happened."
Aguero’s Barcelona debut has been delayed because of a calf injury that ruled him out of action for up to ten weeks last month.