His spokesperson borrows another Abba line to avert yet more diplomatic tension with Brussels.
The European Commission president defended his gentle jig, which saw him bop from side to side moving his arms.
It came as music faded and he prepared to make a speech opening the "week of regions and cities".
A Daily Telegraph journalist accused Mr Juncker of mocking Prime Minister Theresa May, who shocked observers by showing off her moves on stage at the Conservatives' annual party conference to "Dancing Queen" by Abba.
"Without a song or a dance what would our life be?" they wrote on Twitter.
It is similar to a line from the chorus of another Abba classic, Thank You For The Music, which goes: "What would life be? Without a song or a dance what are we?"
The spokesperson insisted Mr Juncker's dance was "not directed at anyone" and merely "improvisation on the moment as the music kept playing before he could start his speech".
"Great respect for Theresa May, repeatedly stated in public and demonstrated in practice," the spokesperson added.
During an angry statement at Downing Street last month, Mrs May said "I have treated the EU with nothing but respect, the UK expects the same", after EU Council President Donald Tusk posted a picture on Instagram of him offering her a piece of cake but commenting: "Sorry - no cherries."
Mr Tusk also hit out at Jeremy Hunt, the UK's foreign secretary, for comparing the EU to the Soviet Union.
He called for more "respect", adding that as someone who spent half his life in the bloc: "I know what I am talking about."