Reports in the British press claim Southampton manager Ronald Koeman is keen to make Van Dijk one of his first signings at St Mary's, but Deila has claimed he "will do everything" he can to keep the 22-year-old defender at Celtic.
Koeman, who joined Southampton on Monday, came up against Van Dijk when in charge of Feyenoord before the young defender left Groningen for Celtic before last season.
Van Dijk played in 36 of Celtic's 38 matches as they won the 2013-14 Scottish Premiership, scoring five goals.
"I hope in the future that all our players are the subject of rumours like that. Because that will mean we are doing well at Celtic," Deila told the Glasgow Evening Times.
"That's what I have been used to at Stromsgodset. When we were doing well, every player was linked to different clubs. Everyone wanted my players and that is one of the reasons I am Celtic manager as well.
"I know it is only rumours just now. The day something comes to the office and it is real, then we can talk about it.
"But I want to keep Virgil because he is a fantastic player. He is a very important player for us to go into the Champions League with. I will do everything I can to keep him."
Deila, who led unfashionable Norwegian club Stromsgodset to the Tippeligaen title in 2013 and victory in the Norwegian Cup three years earlier, explained he is unlikely to raid his former employers for players, as he looks to strengthen Celtic's squad.
Celtic start the 2014-15 season with the second qualifying round of the UEFA Champions League in less than a month, with the first leg set for either July 15 or 16, but Deila will not be rushed into signing new players.
"I would really like to meet the players first and see them in training...I just need to have the feeling that with this player or that player I can do better," the 38-year-old said.
"When I have that feeling, then things can happen (with new signings). I don't think going back to Stromsgodset for players will happen."
