Speculation earlier this summer suggested 23-year-old Black Cats midfielder Cattermole could be a target for the Reds, who have since signed his team-mate Jordan Henderson.
And claims that recent arrival John O'Shea may be handed Cattermole's captain's armband have sparked fresh talk of a departure.
However, Bruce told The Journal: "I don't know where that has come from. It's news to me.
"I have not even thought about this situation, to be honest. I have had bigger things on my plate to worry about.
"We have been dealing with Liverpool for the past five weeks over the Jordan Henderson deal and there was never a mention that they wanted Lee.
"I don't know where it's coming from at all."
Bruce, currently in Germany with his players, who drew 1-1 with Arminia Bielefeld in their opening pre-season friendly on Sunday, also revealed the club's interest in Wigan midfielder N'Zogbia is over.
The Frenchman, who is currently the subject of a £10million bid from Aston Villa, is a long-term target for the Black Cats' manager, who signed him during his time with the Latics.
However, he, like Newcastle counterpart Alan Pardew, has baulked at the financial side of the deal.
Bruce said: "[N'Zogbia] is not going to happen. It has become a bit too rich for us."
N'Zogbia's proposed switch to Villa Park has not yet gone through and manager Alex McLeish will be wary after seeing his attempts to sign him for Birmingham last summer founder because he could not agree personal terms.
However, it is understood it would take a significant alteration in the player's stance for either of the north-east derby rivals to rekindle their interest should he remain on the market.