Reports had suggested that a £1.2m fee had been agreed between the two clubs and a medical had taken place. However Sharp, who spent last season on loan at Nottingham Forest, has insisted that he knows nothing about it.
"Don't believe what you read. My loan's finished at Forest, I have two years left at Saints," Sharp said on Twitter.
"Just for the record, I haven't had no medical."
Sharp scored 11 goals in 40 appearances for Forest last season.