Wickham has been linked with a return to Ipswich Town.
O'Neill told The Journal: "I didn't say that at all. I've seen it in the newspapers. There's an almost inevitable link that if I'm looking for an experienced centre-forward that the younger players would go out on loan. I suppose that follows, but I never said that at all.
"There is a possibility of players going out on loan. I have had umpteen calls about players going out on loan and I sometimes have to smile at myself, as if that's our job here, to let players out on loan. The season hadn't ended when I had three calls from three clubs asking about players going out on loan next season."