Record says Tottenham are keen on Hjulmand.
However, the 24-year-old does not want to focus on the rumours.
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"I'm not really into it that much, I'm focused on a very, very long season right now with Sporting, where we have many matches," he told Bold.
"There is a long way to go. We have an ambition that we set in motion before we started the season, and we want to fulfill it."
He added, "I really enjoy being at Sporting. This applies both sportingly and privately. It's a good place I've come to. I am very happy that I made the decision this summer to move to Sporting."