Russians Svetlana Kuznetsova and Elena Dementieva and Frenchwoman Nathalie Dechy have denied reports that one of them has failed a drugs test.
Belgian sports minister Claude Eerdekens said on Monday that one of the four players at an exhibition in Charleroi last month failed a test.
He ruled out Justine Henin-Hardenne, the other player at the event.
The International Tennis Federation and Women's Tennis Association say they have not been told of a positive test.
Speaking at the Australian Open in Melbourne, Dementieva said: "I don't know anything about it. They didn't speak to me, so it wasn't me."
And Dechy added: "We had an unexpected test (in Belgium). They told us that, if there was a problem, they would contact us two or three weeks later.
"I haven't heard anything and nor have the French Federation. I think I am clean. I have no idea about the others."
US Open champion Kuznetsova said: "I heard yesterday that somebody wrote something in the newspaper but nobody knows anything yet, nobody contacted me.
"I am pretty sure that I am fine with everything. I was tested 11 times lastyear, I think I was the player most tested.
"I am not worried that much about it because the truth comes out anyway. I am pretty sure myself I am not using any anabolics of whatever it is called.
"I am definitely not using anything to push myself up. I am pretty sure aboutthis, I am pretty calm."