The Swans are on the lookout for a replacement for Gylfi Sigurdsson as the Icelandic international closes in on a move to Everton, and considereAllen a desirable candidate.
"Swansea did inquire, so there is truth in that. I'd rather it didn't get reported, but these things do," Scholes told BBC Radio Stoke.
"They did inquire with us and we told them quite firmly that we were just not interested in any kind of sale.
"[Swansea] made an enquiry, they're a decent club, we told them we're not interested, that should be the end of the matter.
"Joe had a great season with us last year and I'm sure he'll have another great season with us next year."
According to The Mirror, however, Paul Clement's side are planning to go back in with a £20m bid for the 27-year-old.
Former Swan Allen left the Liberty Stadium for Liverpool in 2012, and the Welsh side failed to reacquire him last summer as he made a £13m switch to Stoke.