England Under-21 international Lita has had enough of being left on the bench in recent months and is keen to move in the transfer window.
But Coppell, who will give the former Bristol City man a rare start in Tuesday's FA Cup replay at home to Tottenham, is in no mood to grant him that wish.
He said: "He is a player that wants to play, that's the bottom line and has been for months.
"He is a player under contract but the way of the world is such that if there is an opening for somebody somewhere then I'm sure we will hear about it.
"But I have not heard from anybody about Leroy. There has been a lot of speculation but I have certainly heard nothing.
"It is a non-issue because no-one has come in for him. It is the 14th of January and nobody has phoned about him - 100%."