Per Sky Sports News, Brentford and the Swans have both declared their desire to sign Brennan before the new season begins.
However, Wednesday manager Moore says no official approach has arrived.
"Honestly, it's the first I've heard of it," he told the Sheffield Star.
"But we're going to get interest in all of our players, because they're good players.
"There's been nothing official from a club point of view, so we move on."
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