I tried to explain to him that I had nothing to do with the disappearance of the cake, but he didn't believe me.

had 是动词 have 的过去式，表示"拥有"或"经历"。 nothing 是代词，表示"没有任何事物"。 to 是不定式符号，用于连接动词原形。 do 是动词，表示"做"或"进行"。 with 是介词，表示"与...一起"或"涉及"。 have nothing to do with 是一个固定短语，意思是"与...无关"或"与...没有联系"。