Redknapp revealed after their FA Cup win over Posh that Fry had offered the goalkeeper to Spurs.
"Harry and I go back 30 years so we always have a bit of this," said Fry, with a smile. "We paid a club-record £510,000 to sign Joe [from Norwich last January] and he is on a five-and-a-half-year contract.
"He will only get better by playing regularly with us. He is on everyone's list, everyone has had a look at him but there have been no bids. We have no interest in selling him."