The Congo DR international has scored four goals in 10 league appearances for the Purple and White since joining the side.
On the back of the performance, the former Crystal Palace man who has revealed his desire to remain with the Belgian outfit beyond this season has been linked with a move to the Elland Road outfit.
However, the winger has denied the claims and insisted he has not spoken with Leeds manager Marcelo Bielsa over a potential move.
“Have I spoken to Bielsa?" he told Walfoot.
"I have never heard of about that, frankly. I’m happy to be here and that’s what counts. I won’t stay? You never know.”
Bolasie is expected to play a part when Anderlecht visit Standard Liege on Friday.