Ambassador Meshal Hamad Al Thani said on Twitter that Qatar had not been in touch with anyone from the US Special Counsel's office, adding that any reporting claiming the contrary was false.
The response came after US media reported that Mueller's team was looking into possible ties between US President's Donald Trump son-in-law and senior adviser Jared Kushner's foreign business and Trump's foreign policies.
According to reports by NBC News and The Intercept, real estate company Kushner Companies, represented by Jared's father Charles, met Hamad bin Jassim bin Jaber Al Thani, Qatar's former prime minister, in December 2016 and Ali Sharif Al Emadi, Qatar's finance minister, in April 2017.
The purpose of the alleged meetings for Kushner Companies was to secure funding for 666 Fifth Avenue, the company's flagship property that is estimated to be almost $1.5bn in debt.
Both times, nothing came of the meetings, leading the Kushners to look to other places to get funding for their property.
According to the NBC report, several unnamed Qatari officials think in the weeks following the meetings, the US retaliated against Qatar by supporting a blockade against Qatar imposed by Saudi Arabia, the United Arab Emirates (UAE), Bahrain and Egypt.
The countries accused Qatar of "supporting terrorism", a claim vehemently denied by Qatar repeatedly, and cut all ties with the Gulf country,
Hours after the blockade was imposed, President Trump sent out several tweets in support of the action taken by Saudi Arabia, the UAE, Egypt and Bahrain.
Besides Kushner Companies' alleged attempt to obtain funding from Qatari investors, NBC also claims there were meetings between representatives of China, Russia, the UAE, Turkey and Kushner Companies.
A report The New York Times from February also claimed Kushner Companies received a $30m investment from a large Israeli financier.
Not only is Mueller's team allegedly investigating him, he has also lost access to top-secret intelligence information for reasons that are unclear.
Mueller was directed to investigate "any links and/or coordination between the Russian government and individuals associated with the campaign of President Donald Trump", as well as "any matters that arose or may arise directly from the investigation".
So far, four people related to Trump's campaign, including Paul Manafort; former campaign manager; and Michael Flynn, former national security adviser; have been indicted.