Manchester United have previously been linked with the midfielder, who has recently been deputising in defence for the Belgian outfit.
Van Holsbeeck has not ruled out the sale of the 22-year-old, who impressed against United in last season's Europa League, but he has indicated that it would take "an insane bid" to part ways with the player midway through the campaign.
"Dendoncker was already busy in the previous transfer period but now that Kara is injured, Leander is doing a great job as a central defender and we're not going to let our star go. Unless there is an insane bid perhaps," Van Holsbeeck is quoted as saying by the Manchester Evening News.
"These are matters that are discussed. A transfer for €25-€30m is possible, but then we also need a replacement right away."
Dendoncker has netted nine goals in 137 appearances for Anderlecht in all competitions.