Members of Ireland's Kinahan cartel were said to be seeking retribution from the Irish UFC star after he reportedly came to blows with men tied to the infamous criminal organisation, with one reporter suggesting McGregor's safety was in serious danger.
There was speculation that the 29-year-old had fled to the Spanish island of Lanzarote. But McGregor was his usual, cocky self as he appeared at a Dublin court over a speeding charge on Thursday.
"It's all bollocks," McGregor said. "I thought I was in bleedin' Lanzarote?"
Asked for a reaction on the supposed threats to his life, a smiling McGregor responded with "come and get me, come and get me," before driving off.
McGregor's father, Tony, also rubbished the story and said his son had nothing to fear.
"It's an absolute nonsense story. It's grown legs and it's getting that ridiculous – it's become funny," Tony McGregor told the Irish Mirror.
"We have nothing to fear here whatsoever. There's no one after us for anything."
McGregor, meanwhile, was handed a $692 speeding fine after revealing to the judge he earned $244m for his recent boxing loss to Floyd Mayweather.
McGregor has two months to pay the fine after making a late dash to the Blanchardstown District Court in Dublin, arriving in his £200,000 (NZ$393,000) BMW i8.
He had initially been reprimanded by the judge for not appearing on time, the third time he had failed to show.
McGregor hurriedly pleaded guilty to breaking a 100kmh speed limit in Dublin on March 13.
Before issuing the fine Judge Miriam Walsh said: "I have to ask you the question … how much do you earn? Please don't tell me you earn more than €110 million (NZ$191.6m) in a day?"
Laughing, McGregor replied: "€140million (NZ$244m)."
McGregor is the UFC lightweight champion but last fought in a boxing ring against Floyd Mayweather in August.
He was charged with breaking a 60mph speed limit in Dublin on March 13 of this year.
McGregor explained that he had got a fixed charge notice and attempted to pay it unsuccessfully.
The judge urged him to slow down and "take cognisance of other people using the road".
McGregor replied: "I apologise and I'll pay the fine."
McGregor lost the fight to unbeaten Mayweather after being stopped in the 10th round.
Photo: DAVID AUGUST/FACEBOOK. Caption: Conor McGregor has a love of fast cars.