Bolton Wanderers boss Owen Coyle wants £20 million for defender Gary Cahill.
Chelsea and Arsenal are chasing the centre-half.
"I saw speculation about Gary Cahill yesterday and I can sit here very comfortably knowing we have had no dialogue about him or any of our players, and long may that continue," he told Sky Sports News.
"I think it is important we keep this group together and try and add one or two.
"I don't fear bids for Gary or any other player. Could it happen? Yes, because they are quality players.
"But when they move for £20million, £25m or £30m, which is what it takes to buy them, they would be better moving in the summer as they need a pre-season as if they move in January they are under too much pressure to make an immediate impact."