The centre-back is expected to leave the club after publicly admitting his "head was already at Liverpool" after seeing a previous bid from the Anfield outfit rejected, which he claims was worth £20 million.
|11/2||Southampton are 11/2 with bet365 to be relegated this season|
"We have had no bid from Liverpool for Lovren, that is the situation," Koeman told reporters. "If that does not change, he will continue to play at Southampton.
"We know there is a lot of interest in our players, I think that is normal. But we have to wait, we work on the team."
Aston Villa captain Ron Vlaar has been mooted as a possible replacement for Lovren at the heart of Southampton's defence but Koeman refused to speculate on the Netherlands international.
"I know [Vlaar] from when he was playing at Feyenoord. It depends on the [Lovren] situation but we will decide who we bring in. There are a lot of rumours in football and I can do nothing about that."
Southampton have already sold captain Adam Lallana and striker Rickie Lambert to Liverpool during the off-season, and they coincidently open their 2014-15 Premier League campaign at Anfield on August 17.