Reports had suggested that, after losing Callum Wilson to injury, the Cherries were looking to complete a winter loan deal for the 30-year-old, who has scored 44 goals in 66 appearances in the last two seasons for the Red Bulls.
However, Wright-Phillips has insisted that he is only focused on the second leg of the MLS Eastern Conference final against Columbus Crew on Sunday.
"If anyone starts scoring, people always go linking them to a team but if I'm being honest I haven't heard anything," he told Sky Sports News.
"Besides I wouldn't want a phone call about that just yet because we've got a big game for New York Red Bulls, and this is something we've had our heart set on since the beginning of the season.
"These kind of things I try not to pay attention to because it really can distract you from doing the job for the club you play for. I've heard rumours but I'm not sure if it's true."
Wright-Phillips joined Red Bulls from Charlton Athletic in 2013.