The Ivory Coast international scored 25 goals for the Swans in his first season following his £12million switch from Vitesse Arnhem last summer.
The Swansea boss told walesonline: “There have been lots of stories, but we've had absolutely zero contact from anyone about Wilf and the fact is that as a club, we don't care anyway.
"We don't want to lose Wilf. We want him to stay with us and for him to be part of our future and the fact is that he is under contract. He is our player so it will be down to us to decide whether he stays or not.
“There is always going to be speculation about someone who scored as many goals as Wilf did last season. It's a part of football that when a player does well, he will be linked with other clubs.
"But Wilf is our player, so all the speculation doesn't matter."
For breaking stories and all the great banter like us on Facebook: facebook.com/tribalfootball