The Red Devils are thought to be in the market place for a left-back to provide competition to Patrice Evra, with the England man believed to be a target.
However, Baines is concentrating on staying at Goodison Park for the time being.
“I’ve been aware of what’s been said in the press but I don’t know much beyond that. It doesn’t do any harm [to be linked] but it doesn’t do any good either,” Sky Sports quote the full-back as saying.
“It’s just one of those things that tends to swing around this time of year. People put two and two together sometimes they get four and sometimes they get three or five. It gets other people more excited than those involved.”
The Toffees have been subject to tight financial constraints in recent seasons, but Baines is hopeful that David Moyes can hold onto his main stars this summer.
“Obviously over the years the manager has lost players that I am sure he would have liked to have kept hold of.
Whether the club has needed the money or whether it’s because they have received what they consider is a considerable bid for a player they have always done good business.
“The manager has done well in bringing people in at a certain amount and when they have moved on he has tended to double his money or more.
“The club have always been quite savvy in that sense. It has never really hindered us and it’s never seen us getting any worse.
“But maybe it would be nice to see us hang on to those players and add a couple,” he concluded.
By Gareth McKnight