With Luis Suarez on his way to Barcelona for £70 million, Brendan Rodgers is busy looking to bolster his forward line and is currently weighing up a move for Loic Remy.
|9/2||Liverpool are 9/2 with Paddy Power to draw Barcelona in 2014/15 Champions League Group Stages|
Speaking to the Daily Mail, Jenkins said: "I was very surprised to hear, and disappointed to hear, that Liverpool had gone down that route and were talking to the player behind my club's back.
"I'm disappointed that Liverpool are acting in that manner. No official approach has been made to me or our football club."
Jenkins also told the South Wales Evening Post: "I have had no talks with Liverpool until now, and I would be very surprised if a club like Liverpool are doing any kind of negotiations with a player or player's agent behind our back.
"I would have thought somebody from Liverpool would have been in touch if they are really interested in Wilfried.
"There's a way of doing things. I know things are different in this day and age, but the usual rule of thumb is that, when you are trying to complete a transfer, you deal with a club first and the player comes after that. That's the nature of the system."
Liverpool face competition for Bony from Tottenham, who are also interested in the 25-year-old, as well as left-back Ben Davies.