Manchester United manager Jose Mourinho has insisted he has nothing to hide over his tax affairs.

A consortium of 12 European newspapers has said it will publish the findings of what is described as "the largest leak in the history of sport" under the banner 'Football Leaks' over the next three weeks.

As part of that leak, several media outlets have alleged that Real Madrid star Cristiano Ronaldo and Mourinho avoided taxes using tax havens through structures set up by their agent Jorge Mendes's company, Gestifute.

However, Gestifute described the accusations as "unfounded" in a statement on Saturday (AEDT), saying the duo are "fully compliant with their tax obligations".

Mourinho issued a similarly strong denial when asked about the matter after United's 1-1 draw with Everton.

"I have lodged the documents in Italy, Spain and England," Mourinho said. "I have nothing to hide. They prove that I have done nothing wrong."

Mourinho's response comes after MP Meg Hillier, who chairs the public accounts committee in the United Kingdom, told The Sunday Times that the claims needed "close examination".