The Jamaica captain has spent the past week with the Blues in Charleston, playing against an XI from the town on Thursday.
But Cotterill has declined to follow up his interest in the defender, who has now returned to Sporting Kansas City.
"Shavar has gone back," Cotterill told The News.
"He did well in the game the other night but I don't think he would be anything better than what we already have at the football club.
"He's a really nice lad but we've got some nice lads and good players as it is.
"We didn't want another in there if he wasn't better than what we already have."