Reports had suggested the defender is trying to convince his international team-mate to move with him to PSG
Pepe dodged questions on the future of his Real Madrid team-mate Cristiano Ronaldo on Tuesday and insisted the four-time Ballon d'Or winner was merely focused on the Confederations Cup.
Ronaldo's future remains cloudy after reports in Portugal suggested he wanted to leave the Champions League winners after Spanish authorities launched an investigation into his tax affairs.
There have also been suggestions Pepe has been advising his club and international colleague, urging him to leave Madrid for a new challenge, with Paris Saint-Germain and Ronaldo's former club Manchester United thought to be interested.