The left-back is reportedly a £2million target for Blackburn should Stephen Warnock leave.
The Cottagers boss said: "I have no idea where that story has come from. No-one has approached us about Paul Konchesky because it is pretty obvious to everyone we are not interested in the slightest about selling Paul Konchesky.
"And if I was Paul Konchesky I would be very sad to see my name linked with a £2million transfer when I am a player who is worth a lot more than that.
"God only knows where that has come from. There must be a reason for it. Someone must have an agenda and is using Paul's name to further it.
"Paul Konchesky is not for sale. He is our star left-back."