Lille have declared an interest to sign Cole permanently.
"He has never spoken to me. I don't know anything about it," said Dalglish.
"I know they won 2-0 (against CSKA Moscow in the Champions League) and the lad hit the post and is playing well - but he's been playing well most of the time.
"It is great for Joe he is doing so well but beyond that I don't know of anything that has happened."
Cole has made an impression at Lille and Seydoux on Wednesday said: "It is not a certainty that he will leave us at the end of his contract.
"If he has a certain good feeling with Lille and we can make him an interesting offer this is something that we will look into."