The manager says he has "no idea" if his goalkeeper travelled to Madrid for a medical with Los Blancos
Athletic Bilbao coach Jose Angel Ziganda does not know if Kepa travelled to Real Madrid for a medical, but confirmed he did not have permission to do so.
Madrid reportedly want Kepa to boost their goalkeeping options, with the 23-year-old out of contract at the end of the season.
Athletic have warned Kepa — out of action for the last month with a toe injury — he will have to pay his €20 million release fee in full if he wants to join Madrid during the January transfer window.