The 23-year-old Scotland international, who opened his account for the campaign with a double against Barnsley at the weekend, has reportedly attracted attention from a number of clubs during the current window.
But with transfer deadline day approaching, Shaw has assured supporters that they will not see him lining up against Rovers in the league this season.
"We have no plans to sell Jordan and we don't want to sell him," he told the Lancashire Telegraph. "He's not for sale.
"Whether there was an enquiry or not, it doesn't matter.
"If it was a Premier League club it might be a different case because Jordan would probably want to go.
"But we have no plans to sell to another club in the Championship and he is not for sale, as we've said all summer.
"We're trying to get out of this division so we certainly wouldn't want to sell to a competitor in the Championship."