。
I never requested anything of the sort.
Literal
Such-a thing request-did-[-していません].
そんなこと 'that kind of thing / such a thing' is the dismissive distal demonstrative, standing in for whatever was just proposed. The missing を after それ is the casual particle-drop. リクエスト is the standard English loan for 'request,' used as a する-verb. していません is the polite negative past-tense-less form ('have not done'), which covers both 'have not' and 'don't.' Short and direct — a rejection in polite form.