City host United at the Etihad Stadium next Sunday for the latest instalment of the Manchester derby, and Sane insists there is no chance of him moving across the city divide.
It was reported last week that the bookmakers' odds of Sane signing for Jose Mourinho's side had been "slashed", leading to speculation that a shock move could be on the cards.
But the 22-year-old has dismissed the spurious claims: "That won’t happen! That won’t happen," he told reporters after City's 6-1 victory over Southampton on Sunday.
Asked if he would ever move to Old Trafford in future, he added: “That won’t happen at all. I am really happy here and I’m on the right side!"
Sane was one of five different goalscorers for City on Sunday, and he has now scored three times in just four starts. His late goal against the Saints moved him level with David Silva and Bernardo Silva on three goals, though he is still behind Riyad Mahrez, who has four, Raheem Sterling, who has six, and Sergio Aguero, who has seven.
“It’s so important not to just have one or two players who score the goals," Sane said. "Maybe one day they don’t score, and then the team doesn’t score at all.
“It’s a big strength for us that anyone can score the goals, and we have that hunger. But we also have a hunger to give each other assists, it makes things easier."
Pep Guardiola said after the match that his side were still "not stable" and highlighted several areas in need of improvement, despite the resounding scoreline.
And Sane says the Catalan's demands help to keep the squad on their toes.
“In our team we have players of good character who always want to win, always hungry, always want to improve, score goals, give assists and have a clean sheet," he continued.
“And we have a coach who keeps telling us we need to improve, improve, make more clean sheets, make less mistakes, and be more careful.
“It makes us so hungry to win the game and to score a lot of goals."
Sane has also tipped Bernardo Silva to step into the shoes of David Silva when the 32-year-old former Spain international's contract expires in 2020.
“[Bernardo] has played really well this season and I am happy for him because he’s a really good guy – last season he came in and gave 100 per cent.
“Everyone in the team likes him. I love playing with David Silva but maybe when the time is over for David to play, Bernardo can take his place."