"Tonight someone decided, via social media, to release that my brother passed away," Brendon McCullum wrote.
"I'm on a flight back to New Zealand and my heart broke! None of it is true! Whoever put this out there, I'll find you! Somewhere, somehow."
NZ Players Association chief executive Heath Mills said he had been contacted from cricketers in India who had heard the false reports.
He called McCullum himself to check.
"I have to say, my heart was racing before he picked up," Mills said.
He said McCullum was "very much alive" and had spent the day at a bowls event in Auckland.
McCullum, 38, is brother of former Black Caps captain Brendon McCullum. He retired from international cricket in 2016.
