Hernandez, also known as Chicharito, has scored three goals for West Ham since his £16m arrival in the summer.
However, he has often been used as a left winger by manager Slaven Bilic, an unfamiliar position for the Mexican.
According to reports in Spain, Hernandez has instructed his agent to look into a possible move to Spanish sides Sevilla or Valencia.
But, in response to those suggestions, he tweeted: "That's a lie! I'm very happy at West Ham!! #COYI."
Hernandez on reports suggesting he wants to leave: "That’s a lie! I’m very happy at West Ham!! #COYI" pic.twitter.com/UwsW5i4L7H
— West Ham News (@WHUFC_News) 7 de outubro de 2017