Dundee have rejected an "unbelievable" bid in the region of £1.8million from Rosenborg for Caulker.
"There's been a bid and Steven has been informed of it. It was an unbelievable offer," Dundee boss Neil McCann said.
"He (Caulker) is not interested because he wants to stay here. He's got work to do as far as he's concerned.
"I'm not interested in it either. We're trying to build something here for the future.
"So all things considered, I'm very happy.
"I have to say it's fantastic for Steven. He has come here and, in such a short space of time, a club has attempted to try to prise him away for that size of transfer fee.
"It's shows how good a player he really is."