There were reports that Khan was admitted in a suburban hospital in Andheri last night following an upset stomach.
Some reports also said that Saroj, a diabetic, was having breathing problems and therefore was admitted in hospital and discharged today.
Denying the reports, Saroj said, "Presently I am at home and perfectly fine. Media is just spreading rumours. You can come at my place and check if I am telling the truth or not."
Saroj has choreographed dances for a number of Bollywood actresses including Rekha, Sridevi, Madhuri Dixit and Aishwarya Rai.
She was last seen in one of the songs of Remo D'Souza's 3D dance film 'ABCD' and matched the steps with Prabhu Deva and Ganesh Acharya.