Conte, who currently has Michy Batshuayi as support for the Spaniard, is keen to find alternative backup at Stamford Bridge, but has not made contact with the Hammers, according to Moyes.
"They've not made contact with me," the Scot told a press conference following West Ham's FA Cup win over Shrewsbury. "If they've made contact with someone else I don't know. If I knew anything I would tell you but I have nothing to say.
"As I said I know nothing about it, so I can't really answer your question and I wouldn't answer it. I want to add players not lose them. I know nothing about it. At the moment Andy Carroll is one of my squad.
"There's been a lot of rumours regarding a loan but as far as I know it's never officially come from Chelsea. Andy's got an ankle injury and he's had an injection in it about 10 days ago. We're hoping that'll settle quite quickly and he'll be back in training shortly."
Carroll has been unable to cement a starting position in Moyes's team, with Austrian Marko Arnautovic enjoying an impressive spell up top for the Hammers.