Wickham has scored eight goals in 11 games for Sheffield Wednesday, who are keen to keep him for he remainder of the campaign.
Poyet said: "I'm going to talk with him next week.
"Like a lot of players, he's one where there's been 150,000 rumours about him.
"But in reality, he's our player and he's been on loan at Sheffield Wednesday. Nothing more. The rest is all rumours."
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