The England international has been linked with a move to Anfield following Luis Suarez's eight-match ban for racially abusing Patrice Evra.
"It's not frustrating, it's just the transfer window," said McLeish. "People like to speculate and use social networking sites and they are having a field day.
"If there is anybody out there that wants him they certainly haven't contacted me and Darren has said on the record he wants to stay at the club.
"Whenever I have asked anyone outside the club I've been told flatly 'No'. I have spoken to Kenny and he said there was nothing in it."
Bent has scored six goals in 20 games for Aston Villa this season.