"They (Chelsea) have not made contact with me, so if they have made contact with someone else I don't know about it," Moyes told reporters.
"At the moment Andy Carroll is one of my squad, I want to add to the squad, not lose players.
"I know nothing about it. There have been a lot of rumours regarding a loan but as far as I know it has never officially come from Chelsea. I am not keen to lose any players."
Carroll, who has 18 months remaining on his current contract, remained on the sidelines with an ankle injury as West Ham laboured to a 1-0 win over third-tier Shrewsbury Town after extra-time in the FA Cup third round replay on Tuesday.
"At the moment Andy has an ankle injury so we are hoping that will settle quickly and he will be back training shortly," Moyes added.
"We started tonight with a lot of young players due to injury and people not being available for the game. I knew with the team we were playing it was going to be touch and go to beat Shrewsbury."
West Ham, currently 11th in the Premier League table, host Bournemouth on Saturday.
(Reporting by Hardik Vyas in Bengaluru; editing by Amlan Chakraborty)
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