The 16-year-old is regarded as one of the most promising young players in Croatia and made his debut for Dinamo at the weekend against Hajduk Split.
"Stories about Real Madrid and Manchester United? I don't give much thought about those kind of stories," Halilovic told Jutarnji List.
"Dinamo will decide what will happen to me, all I have to do is just try to develop as much as I can. Everything else doesn't matter right now."
"I read in the newspapers that I look like Leo Messi when I play," he said. "But I think the comparison with Messi is just too much.
"There is only one Messi. I admire him, he is a role model for many young players, but I don't know if anyone can be like him."
Dinamo are away at Dynamo Kiev in the Champions League Group A on Wednesday.