"The FAW can confirm that it has received an official approach from Hull City FC for the services of manager Chris Coleman," it said in a statement on its website.
"Following discussions amongst leading figures within the association the approach has been rejected. Everybody at the FAW are fully focused on the forthcoming World Cup qualifying campaign."
Coleman, 46, had previously been in charge of English clubs Fulham and Coventry City, Spain's Real Sociedad and Greek side Larissa before taking over as Wales manager in 2012.
He signed a two-year contract with Wales in May and will oversee their World Cup qualifying campaign, which begins with a game in Cardiff against Moldova on Sept. 5.
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(Reporting by Nivedita Shankar in Bengaluru; Editing by Toby Davis)
