United are lining up a £1million bid for the German-born striker - despite the fact he is only 14. But Cotterill insists Cofie is tied to a watertight contract at Turf Moor.
Cotterill said: "A lot of clubs are looking at him, but he registered on forms with us so no one can nick him. He is some player. He has pace to burn and has plenty of skill. He is a special talent for his age and that's why everyone wants him."
Cotterill had been hoping to keep Cofie under wraps after spotting him playing in a youth tournament in Germany.
He brought him to England and Burnley paid for his schooling before his serviceman father returned home last year.
But scouts were quick to spot his potential and United will be in competition with several of the Premier League's big clubs.