The 31-year-old was attributed to have said that Anzhi were interested in signing many big names such as Steven Gerrard, Nicolas Anelka and Robin van Persie following his appointment as caretaker player-coach on September 30.
However, Carlos has denied having made those statements and announced that he will not be speaking to the media so as to concentrate on his role as a coach.
The former Brazil international told Ria Novosti: "Words are attributed to me about mythical new signings, whose names at times are a total surprise,
"Not in one interview did I utter any concrete names. From this moment, I am not giving any more interviews to allow me to concentrate completely on my work as a coach at Anzhi."
The cash-rich Russian side have been speculated to make several big-money moves for players like Hulk and Nemanja Vidic after offering a jaw-dropping £300,000 a week to Cameroonian striker Samuel Eto'o.
Anzhi were also linked with a few big-name managers in Fabio Capello, Guus Hiddink and Jose Mourinho to take over the team after the sacking of long-serving coach Gadzhi Gadzhiyev in September.