In February, the bodies of his daughter Regina, eight, and son Rolls, 10, were found with stab wounds at his flat.
Mr Say, originally from the Ivory Coast, remains in custody and his trial date was fixed for 7 December.
Jean Say, 61, of Empire Square, Southwark, appeared by videolink to plead, via a French interpreter, not guilty to two charges of murder.
A father from south London has appeared at the Old Bailey to deny murdering his two young children.
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