A number of top clubs have been watching some of United's best young players including Michael Tonge and Michael Brown after their impressive start to the season.
Warnock insists that any move for Tonge or anyone else at the club would have to match their valuation although no moves have been encouraged by the Bramall Lane boss.
"Any offer would have to be very realistic but neither myself nor the board want to sell," said Warnock.
"The team is playing some great stuff, we are giving ourselves a chance, and I believe we don't have to sell anyone cheaply.
