Sky Sports revealed earlier this month that the France international midfielder was the man wanted by Newcastle to replace Yohan Cabaye.
They lodged a bid on Wednesday and Newcastle are yet to hear a response, but at an awards ceremony, Grenier was asked about his future.
"Sometimes we do not have our own destiny in our hands," he said.
Asked if he was definitely staying at the Stade Gerland, the 23-year-old added: "I have not confirmed that, but you know very well that in football, everything goes very fast.
"I can not say what I know and anyway, I do not know lot of things on this issue.
"Like you, I read the news and I saw my name next to that of Newcastle. But I do not have more information in relation to it.
"The transfer window closes in a few days. We'll see by then. I still have many goals to fulfil collectively and individually with Lyon.
"I also hope to achieve one of my goals, which is to go to the World Cup at the end of the season. So it is not too relevant. In my head, I do not think about the market and any possible transfer rumour."
In L'Equipe, chairman Jean-Michel Aulas insisted that he was ready to reject any offers to keep his current squad together.
"We have resisted to all propositions so far," said Aulas.
"I have to thank all the players that received them, they have been reasonable.
"If we can achieve an amazing second part of the season, may be they will get what they didn't get now. I think there will be no transfer."
On Grenier he added: "We have two offers from England that we refused."
He also spoke about Bafetimbi Gomis and confirmed he would be staying with "He refused again two offers and confirmed to me he wants to stay at Lyon until June."