Ea Lla Koto let a one-goal lead slip late on against Amakhosi on Saturday, with Sthembiso Ngcobo and Lincoln Zvasiya cancelling out Edward Manqele's 14th minute opener to hand the Soweto giants a 2-1 victory.
The result saw Stars drop to fifth in the standings while Chiefs closed the gap at the top of the table to just one point.
Speaking to the club's official website, Komphela insisted he has no intention of leaving the Free State outfit.
"I think I have reported enough on those rumors and I don't think there is any better explanation I can make; I am currently committed to Free State Stars and I am working where I am comfortable, and the team is doing well," he said.
"Speculations will always remain speculations and the more response you give to speculations the more pre-emptive you become so I don't want to make people think outside of what I am trying to think of."
Stars will have the chance to redeem themselves on Wednesday when they take on PSL table-toppers Mamelodi Sundowns at the Charles Mopeli Stadium in the final round of fixtures for the year.