Agger's future has been a source of concern for many fans when it became apparent last year that a new deal had not been agreed between him and the club.
Despite both sides claiming they wanted a deal to be sorted AC Milan were continuously linked with a move for the player and they are set to renew their interest in the summer.
Weekend reports, though, suggested a deal had finally been agreed worth £70,000 a week to the player but this has been denied by his agent.
Steffensen said: "It is simply not correct. There has not been any deal signed."