The actor was reported to have been locked in a dressing room overnight while filming upcoming thriller Now You See Me at Loew's State Theatre in Louisiana.
"Just read another story about me being locked in attick (sic), completely false," Caine said on Twitter.
"Do not believe everything you read. Do not know where this story came from."
The film crew were originally said to have gone home after filming, wrongly believing that Caine was in his trailer.
It was originally claimed that the 79-year-old actor was discovered the following day when a carpenter returned to the theatre to collect his tools.