Wales is looking for its next coach, set to come in after next year's World Cup, and reports in the United Kingdom indicate Robertson features on a shortlist.
The Crusaders boss is a little bemused by the speculation, however, insisting he has heard nothing.
"Wow, I don't know about that," Robertson, a keen surfer, said. "I'm not sure where that's come from.
"I don't know if they have got a wave pool in Cardiff but it's always flattering to get those opportunities.
"I suppose that is part of the coaching job; when a new job comes up, your name is going to be bandied around. No, I haven't heard anything.
"Like I said, it's flattering but I haven't heard anything - I am happy here."
Robertson's Crusaders contract expires in 2019. The former All Blacks player previously coached New Zealand Under-20s.