"We know each other from a time when none of us were actors. I know Ranveer for a long time. He is a very sporting personality," Arjun said.
The actor said that such rumours started because his debut film 'Ishaqzaade' and Ranveer's movie 'Band Baja Baraat' were released at the same time.
"But we can't do anything about these stories," said Arjun.
He is currently in the city along with his co-stars Ranveer and Priyanka Chopra for the shooting of 'Gundaay' which is set in the politically charged Kolkata of the 70s when Naxalism was at its height.
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Ranveer on his part recalled how during their struggling years as actors both dreamt about working together, as he was constantly aware of the good vibes they had.
"I am grateful to Ali that he gave us the opportunity to work together at such an early stage. He is my favorite co star. He has an amazing sense of humour," Ranveer gushed.
Ranveer and Arjun play two dons in the Kolkata of the 70s and Priyanka plays the role of a Bengali girl in the film.