Widespread reports on Sunday suggested Manchester City were lining up a mega bid for the Chelsea skipper.
Reports claimed Terry was considering his future at Chelsea after becoming disillusioned with life at Stamford Bridge.
However, Wilkins, who took charge of Chelsea's FA Cup victory at Watford, believes Terry is going nowhere.
"There must be some very wealthy clubs out there if you think John Terry is leaving," Wilkins told Radio Five Live.
"I would not think John will be going anywhere. He adores Chelsea, his family live in the area and he has everything he desires at Chelsea.
"I would expect him to start with us next season. That is an absolute certainty."