Rangers are expecting offers for the Croatia international in January, with numerous clubs including Liverpool, Sunderland and Newcastle all being linked with the player over the past few weeks.
QPR are the latest club to be linked with Jelavic, who signed for the SPL side in the summer of 2010.
Warnock admitted that he is looking to sign a few players within the January transfer but has denied interest in Jelavic.
"Sometimes I've not even heard of the players that are quoted with me, but I am aware of him, only because Stuart McCall, one of my good pals is at Motherwell,” Warnock told reporters.
"I'm not aware of any offer, or showing any interest in him.
"He's just one of a number of players who's been mentioned to me, not the other way around."
Warnock indicated he is discussing potential transfer targets with club owner Tony Fernandes and is aiming to sign "three or four" players in January.