The veteran coach insisted that Delap was not on his way to Middlesbrough, stating that he had turned down an original offer from counterpart Bryan Robson and not heard anything more.
"As I've said before, Bryan Robson spoke to me about Rory two or three months ago and I turned him down then," said Smith.
"Middlesbrough have not been back since, and I know nothing about the latest report.
"Rory signed a new contract early in the season and is one of those we want to stay to build for the future. With a heavy holiday programme nobody is for sale at the moment."
Meanwhile, The Rams have loaned Gerard Doherty to nearby Ilkeston Town.
