But the Trotters boss insists that Brady's claims were unfounded and says the gargantuan defender remains in his plans despite starting just five times in the league this term.
The arrival of Sebastien Puygrenier on loan from Zenit St Petersburg in January seemed to have spelt the end for Shittu at The Reebok - but it now appears he is going nowhere.
"Any definitive statement on our players will come from this football club, not from other people," Megson told The Bolton News.
"Danny will be here for the rest of the year, he won't be allowed to go out on loan, and he'll play his part between now and the end of the season.
"And that's the same with everyone.
"To be perfectly fair to everyone there was one stage where Danny was particularly unhappy and was wanting to go out on loan.
"That may still be the case. But my view changes as our circumstances change.
"We're now in a position where we have 12 games left, the most important 12, given the league and position we're in.
"So nobody will be doing anything that doesn't suit Bolton. And Danny going out on loan won't suit Bolton."
Bolton v Newcastle Clean Sheet: Bolton 11/8