The 25-year-old recently penned a new five-year contract with the Foxes. He was chased by United this summer after a strong showing at the World Cup.
"No, I don't think so," he said when asked if a move to Man Utd was close.
"There was a little bit of interest there and then but it was always on my mind when I spoke to the owners [of Leicester], who wanted to keep me at the club and extend my contract, that I wanted to play for this club.
"The last two years have been remarkable for myself. I obviously got relegated with Hull and then joined such a great club in Leicester last season.
"I played every game in the Premier League and to make a World Cup squad and to reach a semi-final is something that I am really proud of."