On Thursday, the Kenya international was reported as saying he had already spoken with Arsenal boss Arsene Wenger over a potential move to the Emirates Stadium at the end of the current campaign.
However, just hours later, Wanyama took to Twitter to rubbish those claims, insisting he has not held any discussion with anyone from the Gunners.
And, with the midfielder seemingly keen to quash any such talk, Koeman has taken the opportunity to clarify his stance regarding the Kenyan.
“He said it’s not true what they put in the press and I believe the player. We had a meeting with all the players because what we need now is to have the focus on the last five games,” Koeman told Sky Sports.
“I have no interest in rumours in the press about the future and contracts. It’s about football, there’s always interest in players. But all the players are in contract next season and there are no serious bid for the players.”