Learn Italian: Questo non ha niente a che fare con me.

Absolutely! You could say Questo non c'entra niente con me. Both phrases mean "This has nothing to do with me." Avere a che fare con is a direct equivalent to the English "to have to do with," whereas entrarci is a highly frequent, slightly more colloquial way to express that something is disconnected or irrelevant.

Why is there an a right before che fare?

It is part of the fixed idiom avere a che fare con, which means "to have to do with" or "to deal with." The preposition a links the verb avere to the rest of the phrase. It mirrors the English structure closely, but it is best to memorize the entire expression as a single vocabulary chunk.

Why do we need both non and niente in this sentence?

Italian requires a double negative when the negative word (in this case, niente) comes after the verb. Because niente follows the verb ha, you must put non before the verb to make the sentence grammatically correct.

Why does the sentence end with con me rather than using a pronoun like mi?