Reports on Monday claimed the 68-year-old former Australia coach had been sacked following a meeting with Rovers’ board.
However, no meeting took place and preparations were today [Tuesday] continuing as normal ahead of Sunday’s home game against Wigan Warriors.
A Hull KR spokesman said: “No meeting has taken place between Tim and the board despite reports suggesting otherwise yesterday.
“Tim is currently out on the field, taking training as scheduled.”
Sheens is out of contract at the end of this season and Rovers have been linked with a move for York City Knights’ highly-rated coach James Ford to take over for the 2020 season.
Rovers are second from bottom in Super League, just two points clear of London Broncos.