United are now on the lookout for new signings after losing striker Marcus Rashford to injury for the next couple of months.
Rashford's back injury has seen them scour the market, with Dembele one of their potential targets.
Reports have suggested that the Red Devils are willing to pay £43 million for his services, but Dembélé is eager to remain in France.
He told reporters: "I am a Lyon player and I will remain so until the end of the season. I do not think that there will be a departure this winter. Lots of things are being said. It is up to me to ignore that and remain concentrated on the pitch".