The Red Devils are weighing up a summer bid for the Uruguay striker, who has been regularly deployed on the winger by Laurent Blanc this season
Goal understands that the reigning champions have registered their interest in the forward and are preparing a concerted summer move for the Uruguay international.
However, PSG mega-rich Qatari owners do not need to cash in on the forward and want him to stay and build on what has been a promising debut season in the French capital.
When asked about United's interest in his services on Friday evening, Cavani responded flatly: "I'm a Paris Saint-Germain player."
Cavani was speaking after playing a key role in PSG's 1-0 win over Nice, which came courtesy of a Timothee Kolodziejczak own goal.
The forward freely admitted that Laurent Blanc's men had not played well at the Allianz Riviere but he was nonetheless thrilled that they had warmed up for Wednesday's Champions League quarter-final first-leg tie with Chelsea with a victory.
"The important thing is that the ball finished in the net and that it was the best possible result for us," he enthused.
"It was important to win in terms of the championship but also in order to prepare well for the game against Chelsea."
PSG's win over Nice means that they are now 13 points clear of second-placed Monaco in the Ligue 1 standings.