The Italian's future at the Etihad Stadium is in doubt following a second consecutive Champions League group stage elimination and looking likely to concede the title to rivals Manchester United, with the Dutchman reportedly one of the candidates to take his place.
Koeman has played a key role in Feyenoord's re-emergence in the past two seasons and the Eredivisie side's good results have allegedly not gone unnoticed in Manchester.
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"Aside from that, I cannot say anything else about it, simply because I don't know anything about any interest."
Koeman took charge of Feyenoord in the summer of 2011 and guided them to second place in Eredivisie last season. They currently sit third in the league table.