The young Holland defender was linked with United over the weekend, with talk of signing Kongolo before sending him back to Rotterdam on-loan.
"I know nothing about it and cannot imagine it," said Rutten.
"If United would like to buy Kongolo and then want to loan him back, I would not know what to think.
"The boy has just signed a contract here."
Kongolo is tied to Feyenoord until 2017 and was taken to the World Cup by United boss Louis van Gaal.
His kid brother, Rodney, moved to Manchester City this summer.
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