"I have not seen the TV replays, so I cannot say much about that. It is a decision taken by the umpire and has to be respected," said Dhoni, who cracked an aggressive 64 on Monday.
The wicket-keeper was given "out" twice. First a giant television screen controlled by scorekeepers flashed him out and Dhoni walked.
Then TV umpire Krishna Hariharan also gave him out after England fielder James Anderson's direct-hit from mid-on struck the stumps at the non-striker's end.
"The moment I passed the stumps I thought he (Anderson) had missed it, but when I turned and began to walk back to pick my bat I noticed that the bails were missing," said Dhoni.
The TV umpire declined to comment on the incident.
But a local daily quoted a source close to Hariharan as saying the umpire was not influenced by the giant screen.
"Even as Hariharan was asking for a replay from a third angle, the giant screen displayed the 'run out' sign. Dhoni saw that and walked off," The Times of India said Tuesday quoting the source.
"Hariharan, however, did make an independent decision, ruling the batsman out. He was not influenced by the screen at all."
Dhoni did not believe he was a victim of a harsh decision, only saying he was disappointed to get out when his team badly needed runs to restrict England's lead.
"I was disappointed because had I stayed for another 10 or 15 overs the situation would have been completely different," he said.
"The ball was new and coming on to bat nicely. There were plenty of opportunities to score runs."
India were eventually bowled out for 279 in their first innings in reply to England's 400.
The hosts lead the series 1-0 following their nine-wicket victory in the second Test at Mohali. The opening match ended in a draw.