The world No. 1 shut down the narrative in true Brooks fashion Wednesday.
"I've been out here for, what, five years. Rory hasn't won a major since I've been on the PGA Tour. So I just don't view it as a rivalry," Koepka told AFP from the CJ Cup in Jeju, South Korea.
McIlroy, the second-ranked golfer in the world, hasn't won a major since the 2014 PGA Championship at Valhalla, the fourth of his career. Koepka matched that total in May with a victory at Bethpage, his fourth major since 2017.
"You know if the fans do (call it a rivalry), then that's on them and it could be fun," Koepka said.
"Look, I love Rory, he's a great player and he's fun to watch, but it's just hard to believe there's a rivalry in golf. I just don't see it."
The pair were unquestionably the two best players of the 2019 season. McIlroy edged Koepka for PGA Tour Player of the Year thanks to three wins, more consistent stats, and his second FedEx Cup title.
McIlroy isn't in the field in Jeju, but both he and Koepka will be in the mix next week at the HSBC-WGC Championship in Shanghai.