Southampton have been credited with an interest in the Celtic defender, but the new Bhoys boss is keen to retain the services of the 22-year-old, who made 36 appearances last term
Several reports have suggested that new Southampton manager Ronald Koeman is keen to make Van Dijk one of his first signings at St Mary's, but Deila has claimed he "will do everything" he can to keep the 22-year-old defender at Celtic.
Koeman, who joined Southampton on Monday, came up against Van Dijk when in charge of Feyenoord before the young defender left Groningen for Celtic before last season.
"I hope in the future that all our players are the subject of rumours like that. Because that will mean we are doing well at Celtic," Deila told the Glasgow Evening Times.
"That's what I have been used to at Stromsgodset. When we were doing well, every player was linked to different clubs. Everyone wanted my players and that is one of the reasons I am Celtic manager as well.
"I know it is only rumours just now. The day something comes to the office and it is real, then we can talk about it.
"But I want to keep Virgil because he is a fantastic player. He is a very important player for us to go into the Champions League with. I will do everything I can to keep him."
Van Dijk played in 36 of Celtic's 38 matches as they won the 2013-14 Scottish Premiership, scoring five goals.