Urrutia claimed before the close of the summer transfer window that United made an offer for Herrera, but no deal was agreed before the deadline.
There was also an element of confusion about any possible deal following reports that three lawyers purportedly working on behalf of United had arrived at the Spanish league's headquarters to finalise the deal.
Speculation has since claimed that United boss David Moyes is ready to make a fresh approach for Herrera in January after adding just Marouane Fellaini to his midfield since replacing Sir Alex Ferguson as manager.
However, Urrutia does not want Herrera to leave Bilbao and has urged the player to focus on helping his current club to achieve success.
"I don't know what other teams will do, but I consider the Herrera issue to be closed," Urrutia told a press conference.
"Ander has a contract until 2016. All players have to focus on giving Athletic all you can give."
At the press conference, Urrutia also confirmed his intention to discuss new contracts for four members of the Bilbao squad.
Ibai Gomez, who has been linked with Tottenham, Iker Muniain, Carlos Gurpegi and Andoni Iraola are all in line for extensions with the club.