The Senegalese 23-year-old was reportedly being targeted by Seasiders boss Ian Holloway but has said that he knows nothing and is not interested in such a move.
"I've not heard about that one," he said of Blackpool's reported interest on Sky Sports News.
"People are asking me about Blackpool, but no-one's spoken to me. It's all just rumours."
Diouf, who spent last season on loan at Blackburn, has stated that he wants to fight for a place at United despite plenty of competition up front.
"Of course I'd like to stay at Manchester United, everyone dreams about playing for this club," he explained.
"When I got a chance to be with them I always wanted to be here. I want to win trophies here.
"I'll do my best, but we'll see what happens after pre-season."
Diouf scored three goals in 26 appearances during his time at Ewood Park.