Leg-spin legend Warne, now working as a broadcast and newspaper cricket pundit, said in his column for Wednesday's edition of Britain's Daily Telegraph that England had taken an unbeatable 3-0 lead in the Ashes in spite, rather than because, of Cook's "way too cautious" captaincy.
But Cook, knowing Warne is a friend of Australia captain Michael Clarke, told Saturday's Telegraph: "Everyone is entitled to their opinion, but everyone knows Shane Warne is heavily involved in Australia's camp.
"Like most of the criticism thrown at us, we try not to let it affect either the individual or the team.
"The media is what it is. It is how we keep that noise from our world that is important."
England beat Australia by 74 runs on Monday to win the fourth Test at Chester-le-Street with more than a day to spare heading into next week's fifth and final Test at The Oval in south London.
Australia needing 299 to win, were well-placed at 120 for one at tea.
While commentating on television, Warne criticised Cook's decision to bring on Tim Bresnan in the final session, only for the Yorkshire seamer to claim the key wicket of well-set Australia opener David Warner, who made 71.
England coach Andy Flower said Tuesday that Cook deserved credit for that move. "He made some decisions that turned the game... bringing on Bresnan, who got Warner straight away."