Bloomberg was asked about the alleged incident, which was reported in a New York Magazine profile of Christine Quinn, during a Thursday news conference in Harlem, the New York Post reported Friday.
Writer Jonathan Van Meter said he overheard Bloomberg making the comment about an unidentified woman's posterior at a holiday party.
"I never said it, and I don't know where it came from," Bloomberg said.
The mayor became angry when the reporter asked if it was part of a pattern of sexist comments made by the mayor.
"OK, you can write anything you want," Bloomberg said. "Don't be ridiculous. That's an outrage for you to say that."