The Netherlands international joined Saints in a £13m deal from Celtic in the summer of 2015 and has since developed into one of the Premier League's most consistent centre-backs.
As a result, he has been linked with a number of clubs, including Jurgen Klopp's Reds, who are reportedly on the lookout for defensive reinforcements, but Puel has poured cold water on the reports.
The Frenchman told Sky Sports News at Thursday's club press conference: "It's just speculation, and I cannot participate with speculation.
"All the players are in the club's project, and for this season it is important to continue this work with good spirit and this is true with all the players. It is just a rumour and it's not important for me."
Van Dijk, who is also said to be on Everton's radar, only signed a new six-year contract with Southampton earlier this year.