Diakite left the UK nearly two weeks ago and according to reports on Friday morning is being treated for depression by the club's medical team.
However the 23-year-old Mali international told RMC Sport in France that he is back training already and absolutely fine. "Frankly, I don't understand the interests of people in starting rumours like this," he said.
"I am going very well. I don't have any problem, I was just a bit tired in the last few days.
"My club had authorised me to spend three days in Paris. But I am not depressed.
"My club is my job, it is my employer, I keep them updated every day.
"As soon as I woke up this morning, on opening the newspapers I learnt that some were saying that I was depressed. I am now in London and I was at training today, so for me it is unbelievable.
"It makes me sad because I received worried phone calls from my family, everyone asking me if I was OK this morning."
Diakite, who played in the opening two matches of the season but missed Saturday's 3-1 defeat by Manchester City, has been on compassionate leave.
"We hope he can overcome this very quickly and get back to being the outstanding player that he undoubtedly is," Hughes said last Thursday.
"In the meantime, we are giving him the time and help that he needs."
Diakite arrived at Loftus Road on loan from Nancy in January and helped QPR avoid relegation by scoring the winning goal in their 2-1 victory over Arsenal in March.
The transfer was made permanent in June with the defensive midfielder, who was born in France but has won five caps for Mali, costing in the region of £3.5 million.
The midfielder said of the depression reports: "Fortunately I am a strong person but this could have had serious consequences on someone weaker.
"Therefore I wanted to reassure those close to me and the supporters of QPR that I will train on Monday and all is well."