The former Inter boss' future at City is in doubt following its early Champions League elimination and relatively disappointing performances in the Premier League this term, and the Dutchman is supposedly one of the candidates to take his place.
The 49-year-old has played a key role in Feyenoord's reemergence in the past two seasons, and the Eredivisie side's good results have allegedly not gone unnoticed in Manchester.
"Players who develop into internationals attract the interest of bigger clubs and it's only logical that the coach is mentioned in the press as well at some point if things go well," Koeman was quoted as saying by Voetbal International.
"Aside from that, I cannot say anything else about it, simply because I don't know anything about any interest."
Koeman took charge of Feyenoord in the summer of 2011, and guided it to second place in the Eredivisie last season. The club currently sits third in the league table.