The Craven Cottage club have been linked with a move for the forward this winter.
Dia is the top scorer in Ligue 1 at the moment, with 12 goals in 18 games this term.
However, Parker has denied the reports.
"It's a tough market and everyone's looking for the same type of player," the head coach told reporters.
"You're sitting in the bottom three and the worry from owners and investors is there, so we have to get a deal that's tailored for us and something that moves us on.
"That (Dia) is not someone who we've spoke about."