"No one said anything to us. There were many fans from all over the world from different teams but nothing happened with us," Nehra told reporters.
"There would be many fans who would tell that something happened but as far as my knowledge goes, no untoward incident happened with us.
"We went to have our dinner there and were watching the West Indies and Australia match. Rest of the things that I am listening now, I have no knowledge of anything," he added.
After India were knocked out of the World Cup, media reports emerged that players, including Nehra, were involved in an ugly brawl with cricket fans in a pub in the West Indies.India team manager in the West Indies, Ranjib Biswal has also denied the reports but admitted that an argument did take place.
"That incident never took place. It was just a verbal talk and there is nothing substantial to that. There was an argument because the boys, who went there (to the pub) for dinner, were harassed by some Indian fans. There is nothing much about it," Biswal said.
Meanwhile, Nehra threw his weight behind captain Mahendra Singh Dhoni, who is under fire for the debacle in the Twenty20 World Cup.
The Indians didn't win a single Super Eight match and Dhoni's tactical blunders have been blamed for the losses but Nehra backed his skipper.
"Under his (Dhoni) captaincy India became the number one Test side and number two in ODIs and have been doing so well in the last 18 months. Just by one or two Twenty20 matches, one can't undo the last 18 months' hard work.
"Team India didn't win or lose for one man. As far as my cricket knowledge goes everyone knows what MS have achieved as captain," he added.