The 31-year-old striker has had a highly impressive season in the top flight, netting 15 times in the Premier League for the Canaries, form that led to him being linked with an England call-up.
|HOLT WANTS NORWICH EXIT
|The Canaries have rejected a transfer request from their 31-year-old striker
"We did receive a transfer request from Grant Holt yesterday. It was rejected immediately," McNally wrote.
"At our club, we deal with the out-of-contract players first of all when each season ends.
"We then deal with players where the club may have an option to extend their contracts. This season, there are several in this category.
"We are almost at the end of this part of our end-of-season process but we still have some work to do.
"We will then gladly meet with other players and their representatives, including those that may have time left on their contracts."
McNally also confirmed that talks are yet to be held with any player that still has time to run on their contract at Carrow Road.
He continued: "We haven't had any discussions yet with any player/agent who has time left on their contract. This is entirely normal at this stage.
"Players with time left on their contracts will only leave NCFC if we are happy for them to do so.
"There has been no offer made to any in-contract player, at this stage. We have not had an argument or row with any player, including Grant. The club is very grateful to all of the players for another great year.
"We are very relaxed with managing the end-of-season activities."