The 28-year-old, who missed the majority of last season with injury, has been linked with Atletico Madrid and Napoli recently.
However, Jenkins has confirmed that head coach Garry Monk will hold talks with the Spaniard later this week.
"If the reports are right, there seems to be a lot of interest in Michu," Jenkins told the South Wales Evening Post.
"From the club's point of view, I can tell you that we have not received any enquiries about Michu.
"The only thing I would say is that I am sure Garry will meet with Michu and discuss things with him when he reports back."
Michu joined Swansea from Rayo Vallecano in 2012.