A lawyer for Rakhat Aliev said the women, who are married to former managers of a bank under his control, had insulted his "honor and dignity."
But in an interview with RFE/RL's Kazakh Service, one of the women stuck by her accusations.
Armangul Qapasheva said: "I think I have no guilt, I'm innocent. Whatever I said, it is true. If Rakhat Aliev says it's not true, then he should bring my husband back and let my husband himself say it's not true. Only after this," she added, "can I say that I'm guilty."
Police have said the women's husbands are under investigation on suspicion of fraud.
Aliev was appointed Kazakhstan's ambassador to Austria last week.
(with material from Kazakhstan Today)