The 2010 Commonwealth Games doubles' champion was here to inaugurate a sports complex.
When she was asked about her alleged affair, the Hyderabad-based shuttler said, "This is a rumour and why do you guys repeatedly ask the same question? I have said in the past that it was just a rumour."
Both Jwala Gutta and Mohammed Azharuddin hail from Hyderabad city.
A biopic on Mohammed Azharuddin 'Azhar' is set for release coming Friday (May 13).
Recently, the champion duo of Jwala Gutta and Ashwini Ponappa rose one rung to No.14 in the Badminton World Federation (BWF) rankings in women's doubles.