Quotes from Anzhi's team director Roberto Carlos on Thursday suggested they could be looking to add United's Rooney to their squad.
Hiddink said: "He (Carlos) does very well to express his ideas.
"He hasn't said it to me so far! It is nice sometimes to talk out of the blue without any reality.
"We want star players, but as I explained before the game, we also do not want to just make investments for (the sake of making) investments.
"It must be good, and of course Rooney is very good, but it must be realistically achievable as well.
"We are not just looking for a team of big names - we want a good balance. I don't think the club will do foolish things.
"But I am not undervaluing Wayne Rooney, because I respect him very much."