Tottenham are reported to be interested in the 25-year-old, with Harry Redknapp watching the player from the stands as he hit both goals in a 2-0 win over Lille.
Redknapp is apparently keen to sign the France international, who has hit nine goals so far this season. However, Deschamps has issued a hands-off warning with the club desperate to hold on to their star man for the Champions League knockout stages next month.
"I knew Redknapp was here," said Deschamps.
"He came to see some players, but he came for nothing. There was no point.
"They have important economic power, but I have important matches to play. This is not the moment to lose our best players."
Remy joined Marseille in 2010 from Nice.