The former Real Madrid stopper has told the local media that he has no idea of any intention of Sir Alex Ferguson to bring him to England, although he is quoted elsewhere as admitting he will speak with representatives from the Premiership champions.
Spanish sources claim the defender would not be a suitable candidate to shore up United's leaky defence, and would certainly cost nowhere near the £12 million mentioned in some reports.
Although that figure is his buy-out clause, Malaga would accept a much lower figure for somebody who has sometimes struggled to win over many pundits, particularly during his spell at Santiago Bernabeu.
"I will talk about the proposal from Manchester United this week," Sanz is quoted as telling onefootball.com.
However, the local newspaper in Malaga presents a rather different picture, with the only concrete information on the subject concerning Newcastle United boss Bobby Robson's presence in the directors` box during the weekend clash with Sevilla.
The son of former Real Madrid president Lorenzo certainly gave a different account of matters regarding any move to Manchester.
"I do not know anything about this," he stressed. "I have already often said that you should ask the club.
"I only know that, two years ago, in my first season in the team, there was a recognised interest from Tottenham.
"I feel happy in Malaga and have no desire to leave."
The 27-year-old may be seeking a new contract, rather than a transfer, and it will be interesting to gauge the extent of United's interest in the stopper.
However, Newcastle chief Robson was at Rosaleda, checking out several potential targets with other Magpies representatives.
The former England boss is in Spain ahead of a friendly with the oldest professional club in the country, Recreativo de Huelva, but took time out to witness the 3-1 win for Sevilla.
Bolton Wanderers also had officials in the crowd for the match.
