Goal reported that Jimenez, 28, is a £51million transfer target for Ole Gunnar Solskjaer as the United boss attempts to bring in a striker during this month's window.
After their 0-0 FA Cup draw, Nuno was asked about the speculation surrounding Jimenez and didn't definitely say he would be staying.
"It's the first time I heard it. Ole didn't mention anything about it," said the Wolves boss.
"But the transfer window is open. When it is open, anything can happen. But we are delighted to have Raul."