Mahrez and Slimani were spotted watching the Arsenal vs Chelsea Carabao Cup clash last night.
Both players have been linked with moves away with Mahrez said to be on Arsenal’s radar.
But Leicester boss Puel joked they were they on official duty and were asked for a report from the game.
“I asked Riyad to watch the game to make the report,” he said. “They were scouts.
“There is nothing to say about Riyad, or Slim or any other player. At this date, no moves on the squad, we will see until the end of the month.
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“At the end of January I will be happy. Finished about this question.”
Leicester are ready to sell Slimani but want £20m for the outcast.
While Mahrez would fetch north of £40m after inspiring the Foxes to the title in 2016.
The 26-year-old has scored eight goals this season as he looks somewhat back to his best after a dip last term.