McSheffrey is one of a number of strikers to have been mentioned as a potential replacement for the goalscoring prowess lost by the sale of Dean Ashton to West Ham United. Sunderland's Andy Gray and Cardiff City's Cameron Jerome have also been touted.
A club source, however, told TEAMtalk that talk of a move for McSheffrey was premature at best.
"This is just pure speculation. We know nothing about such talk," said a spokeswoman. "Obviously at this time of year there are going to be rumours and I think recent events mean that that speculation will become even more intense."