The Midlands club are reportedly interested in 30-year-old Rodriguez, who has struggled for playing time at Turf Moor this season.
"I have heard nothing of the sort," he said when asked about a potential departure.
He added: "He has been knocking on the door figuratively speaking all season.
"He has been active and scored goals for us and we like what he is about.
"He is going well and I thought he connected well with the team and with Chris Wood against Peterborough and I appreciate they are not a Premier League side but you have still got to perform.
"We definitely looking for him to continue to play his part and grow with the team."