Blagojevich said the appointment would have been part of a legislative deal made with Madigan's father, House Speaker Mike Madigan.
Federal prosecutors charged Blagojevich with trying to sell or trade an appointment to the Senate seat.
The attorney general said Monday she hasn't spoken to Blagojevich for "more years than I can count on one hand."
"I think it's been very clear, based on our complete lack of a relationship, one, that the governor never reached out to me. Two, that would he reach out to me, I would never accept an appointment to the U.S. Senate seat from him. Three, as you are all aware, I'm running for attorney general, not the U.S. Senate. Governor Blagojevich is a liar," Madigan said.
Blagojevich is scheduled to appear on The Daily Show Monday night.