"I know he was a bit homesick but being homesick is one thing and leaving another - and he has not intimated to be about leaving.
"I will speak to him if it is necessary. But Celtic have not been in touch with me about Shaun. It is news to me."
O'Neill added: "I wouldn't really be wanting people to leave the club. But if people are coming in and demanding that for one reason or another, then we will see.
"I'll ask the question and if there are genuine reasons for wanting to leave, I'll listen to them. But if you are talking about Shaun, I have not had that conversation with him.
"In this day and age, who knows what is happening but Celtic have not approached me."