The Welsh striker was interviewed as part of his unveiling as a Man City player after his £14 million move and quickly denied media speculation that he told West Ham he wouldn't play for them again after the club had blocked a bid from Tottenham Hotspur.
"I can't for the life of me understand where it comes from," said Bellamy.
"Maybe in the past I have gone down routes I shouldn't have and maybe I deserve what happened. But while I don't want to disappoint too many people, this completely did not happen.
"I had a great relationship with Zola and I left West Ham on probably the best terms I have ever done.
"We get on really well and I spoke to him after they beat
"I have so much respect for him as a person because he wanted to improve me and keep pushing me. I know West Ham put out a statement saying I didn't go on strike but it just falls on deaf ears."