Speaking on the club's official website, www.sufc.co.uk, Warnock said: "There has been no approach from Leeds and I've not given it a thought. I've been here four years changing this club around and we have made great strides, the carrot is in sight.
"Everyone knows Sheffield United are my club and my aim is to get us into the Premiership. I'm enjoying every minute of it, I'm staying."