It has been reported recently that the 27-year-old ex-Derby County man opted against joining Wigan after a £2.5million bid was accepted.
Grant claimed that he still had two years left on his Owls deal and that he had no intention of turning his back on the relegated club.
However, Gino Culbertson, of Excel Management and Promotions, insists neither he nor Grant was informed of any Latics offer.
"We are very, very surprised by this article," he told skysports.com.
"Neither Lee nor I have had any approach from Wigan. There's been no approach.
"We do not know where this story has come from. What we do know is that it's totally untrue."