The Argentine scored a Serie A record 36 goals for Napoli last season as they finished runners-up to Juventus.
The Argentine scored a Serie A record 36 goals for Napoli last season as they finished runners-up to Juventus to secure their return to the Champions League.
But the former Real Madrid star caused shock and dismay in Naples when he moved to Turin for an Italian transfer record 90 million euros this summer.
Higuain, who has hit a barren patch in the past month, has also faced harsh criticism from Argentina fans following a couple of underwhelming performances in World Cup qualifiers.
Reports surfaced last month claiming Higuain had enlisted the help of an Italian special operations unit after receiving death threats.
But on Thursday he told Corriere della Sera: "To come out and make unfounded allegations shows a total lack of respect.
"I've never had an (armed) escort in my life and I never will. And it's the same about the threats -- I never received any."
Juventus fans will be hoping Higuain, who has been fit enough only for the substitutes' bench in recent weeks, returns in time for Saturday's visit of high-flying Atalanta.
Juve suffered just their third defeat of the season at Genoa last week and the striker watched from the bench as the champions lost 3-1 and saw their lead from Roma and AC Milan cut to four points.
Juve have a number of players in the treatment room, including forwards Paulo Dybala and Marko Pjaca, defenders Andrea Barzagli and Leonardo Bonucci and wing-back Dani Alves.