Speculation has been mounting in recent weeks that the npower Championship leaders want to snap up Brayford to strengthen their promotion push.
Reports last week even claimed that the Welsh side were willing to offer in the region of £2million to land the 25-year-old.
But when asked if Cardiff had been in touch, Clough replied: "No, not directly to the club.
"You've always got agents and things but we've not had any direct contact with Cardiff, no. And he's not a player we'd want to lose."