The former Newcastle Utd striker is currently available as a free agent following his release by Manchester United.
The 32-year-old claims to have a number of options to consider and announced on Tuesday that he is 'getting closer to finding a new club'.
Paul Lambert: "No, that won't happen.
"There was no enquiry from us, I don't know where that one came from.
"That's a non-starter. He's a top player, no doubt, a really top player, but that's for another team."