His solicitor Julia Cooper has asked Surrey Police to explain a statement that he had confessed to the murder.
Bellfield, 47, was given a whole-life prison sentence in June 2011 for murdering the schoolgirl.
Surrey Police confirmed it had received a letter from Bellfield's solicitors but said it was standing by its statement on the confession.
Milly was kidnapped while on her way from school to her home in Walton-on-Thames, Surrey, in March 2002.
Ms Cooper said Bellfield, now known as Yusuf Rahim, believed a "covert tape" may have been used to record his response to a police interview in prison.
She said "my client denies giving a confession".
She has written to Surrey Police requesting the tape recording and notes from the meeting.
Ms Cooper said Bellfield contacted her very soon after Surrey Police distributed its press statement relating to the Dowler case.
She said Bellfield denies all the crimes for which he has been convicted.
Last month, Surrey Police revealed Bellfield had made the admission during an investigation into whether he had an accomplice involved in the abduction and rape, but not murder, of Milly.
The force said it stood by its original statement.
A police source speaking to the BBC would not comment on how the admission was recorded.
Milly's body was found 25 miles away from where she was kidnapped, in Yateley Heath, Hampshire.
Experts could not say how she died.
Bellfield was found guilty of abducting and murdering the teenager following a trial at the Old Bailey where a judge described him as a "cruel and pitiless killer".
He was already in jail for the murders of Amelie Delagrange, 22, and Marsha McDonnell, 19, and the attempted murder of Kate Sheedy, 18, when he went on trial accused of killing Milly.
He lived 50 yards from where Milly vanished but did not become a suspect until he was arrested by police in London for the other crimes in 2004.
On Wednesday, the Dowler family revealed harrowing details of Milly's final hours, saying they had been made aware of her suffering last year after Bellfield had spoken to police.
Serial killer Levi Bellfield has denied confessing to the abduction, rape and killing of 13-year-old Milly Dowler.