The centre-back is being linked to United in a nearly £100million move this summer from Napoli.
And fans in Senegal held a banner asking Koulibaly to make the move.
When Mane saw the banner, he smiled at the fans, gave them a thumbs up and then wagged his finger to indicate “no."
Footage of the hilarious incident was shared on social media.
Sadio Mane's reaction to a banner urging Senegal teammate Kaildou Koulibaly to sign for Man Utd pic.twitter.com/kgWkO6FzEg
— TEAMtalk (@TEAMtalk) March 20, 2019