Rumours spread on Tuesday that Holloway was about to resign just days before the start of the Seasiders' maiden Barclays Premier League campaign, which gets under way at Wigan on Saturday.
But the 47-year-old made a mockery of the suggestion he was on his way out on Wednesday, saying: "Before anyone asks a question, I just want to make sure you can see me - you can see me here and I'm not a cardboard cut-out, because somehow or other, I'm not supposed to be here."
He added: "It's just a crazy world that we have moved into. Apparently yesterday (Tuesday) I'd walked out and resigned.
"I had to be in London the day before and didn't want to drive back at six o'clock in the morning to get here because I was too tired.
"I had to be at a Premier League meeting, and what that has caused - by not coming back up for training.
"We only had eight players, some were on international duty and I wasn't going to train them that hard anyway.
"Look at how things go crazy."
Asked how he would describe his relationship with the chairman, Holloway said: "Absolutely fantastic. I came to work for him, I am still working for him and I am delighted to be working for him."