A number of recent reports suggest that the former Netherlands international is one of the candidates to replace Roberto Mancini this summer
The former Inter boss' future at City is in doubt following their 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 re-emergence 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 them to second place in the Eredivisie last season. They currently sit third in the league table.