Surrey Police's record of the former Top of the Pops presenter being interviewed by officers in October 2009, when he was aged 83, were released under freedom of information.
Savile, who died in 2011, was questioned by officers about allegations of historic sexual abuse against a girl at Duncroft Children's home in Staines, Berkshire.
The sexual predator, who is thought to have almost 300 victims, claimed to have himself been assaulted by women as a Radio 1 DJ.
Quizzed about claims he touched a girl sexually, he retorted: "Out of the question."
It was put to him he asked a girl to massage him, replying "Not true, none of it." When more detail of the claim was put forward, Savile said: "Oh! Out of the question."
Savile told police during the interview at Stoke Mandeville Hospital, where he was a prolific fundraiser, the women were after cash.
He added that in his work, "there's women looking for a few quid, we always get something like this coming up for Christmas, because we want a few quid for Christmas right," he said.
"Normally you can brush them away like midges."
Savile bragged that he owned Stoke Mandeville.
"I own this hospital, NHS runs it, I own it and that's not bad," he said.
The transcripts also showed Savile was prepared to see the allegations go all the way to the Old Bailey and boasted how five newspapers had settled claims with him after he threatened to sue over allegations.