Derby sit third in the second-tier Championship after 24 rounds, three points behind leaders Bournemouth and two adrift of second-placed Ipswich Town, with McClaren having led the East Midlands outfit to 42 wins from 70 games since joining the club in September 2013.
McClaren's side have led the Championship at the end of six rounds this season.
That form, which could see Derby return to the Premier League for the first time since 2007-08, has prompted speculation McClaren might be snapped up by higher-profile clubs, with Newcastle looking for a new manager after Pardew moved to Crystal Palace on Friday.
But Derby chief executive Sam Rush insisted on Saturday that no-one has contacted him about McClaren, while emphasising he is not interested in any offer.
"There is no question whatsoever of him leaving," Rush told the BBC.
"He is one of the highest-performing managers in English football, so he is going to be linked and admired by others. But we have had no approaches."
Rush added: "I'm aware that there is speculation about Steve at the moment but he has completely dismissed it. His future is with us."
Speaking after leading Derby into the FA Cup fourth round with a 1-0 win over Southport, McClaren declared that he is focused on his current job and wants to stay where he is to ensure his team reach the Premier League.
