A reported gathering on December 18 last year, as the country was struggling to stave of the second wave of coronavirus, has drawn criticism despite assurances from Downing Street that no rules were broken.
Speaking at the Scottish Affairs Committee on Monday, Mr Jack said he was not invited to the event.
“I’m very confident that I wasn’t at any Christmas parties at Number 10,” he said under questioning from SNP MP and committee chairman Pete Wishart.
“I wasn’t there, I can assure you that I wasn’t there.”
The Scottish Secretary went on to say he was “confident” in his response because he “wasn’t asked to any”.
Mr Jack also gave assurances that any events run by the Scotland Office during coronavirus were “entirely within the rules” in place at the time.