The 21-year-old has found first-team opportunities hard to come by since completing his permanent move to United from Crystal Palace at the end of last season, with just three competitive appearances to his name.
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He told MUTV: "I did say to Wilf if I didn't feel he was getting enough games, I would consider it [allowing him to leave on loan].
"Obviously if we've got injuries or other reasons, I wouldn't take it on board.
"But the truth is we haven't had anybody phoning up and wanting to do that at the moment.
"While it's like that, I am fine."
Zaha has made two substitute appearances in the Premier League this term, but is yet to start a top-flight fixture.