However, the 29-year-old has admitted that he is mystified by the reports.
"The fans might have been wondering if I might be going. I respect the fans a lot and said I would always be honest with them," he said. "If for one moment I was thinking of packing my bags, then I would tell them straight up but I have never said or indicated that I wanted to leave.
"The first I knew about the Wigan story was on Twitter when somebody asked if I was going. No-one spoke to me or my agent.
"I think it was just speculation because we'd just signed Michael Kightly."
Pennant joined the Potters from Real Zaragoza in 2010.