Oxford's chairman, Ian Lenagan, has revealed that he received a request from another club, although he did not confirm that it was Pompey.
However, Lenagan told BBC Radio Oxford that he was not concerned about the interest in his manager.
"Am I concerned about Portsmouth? I am not concerned about Portsmouth at all," he said.
"I think anyone would be interested in Chris Wilder. Who wouldn't be interested in a manager who is top of the league?" he said.