The Columbian hit nine goals last season including a vital strike in the last game of the season against Stoke City, and is regarded as a key player by Latics boss Roberto Martinez.
Everton and Arsenal have both been heavily linked with a swoop for the striker, who cost Wigan £4.5million from Mexican outfit Necaxa two years ago.
Caldwell however, believes Rodallega remains as committed as ever to Roberto Martinez's men, despite not yet signing a new deal that is on the table."I think Hugo wants to be here," said Caldwell.
"There are always rumours at this stage of the season, but we work with him every day and he will still be a Wigan player at the close of the window."