Ridsdale said: "I'm confused, bemused and amused.
"Anybody with a grasp of the Queen's English would find it difficult to believe that I haven't received a transfer request - the player phoned me and said he wanted to leave.
"The fact is that as a Championship club, all of our players are up for sale - at the right price. And we only sell a player if we make ourselves stronger by doing so. But we haven't received a bid for Ross."
Hull City boss Phil Brown is believed to value McCormack at £2.5m. But Cardiff are used to playing hardball in the transfer market - they sold defender Roger Johnson to Birmingham for £5m earlier this month.