Reports have claimed that the Dutch midfielder could be used as bait in Real's bid to secure the signing of United winger Cristiano Ronaldo.
Sneijder enjoyed an impressive first season at Real after arriving from Ajax and has no plans to leave the Spanish champions.
"I'd like to comment briefly on the reports and rumours that I might be going to Manchester United as part of some kind of exchange deal," the 24 year old told his personal website.
"And now that I'm here, all I want is to win as many trophies as I can with them and wear the white shirt for as long as possible.
"In short, I'm flattered to be linked to Manchester United... but it's not happening. End of story."