Reports emanating from Holland claimed Liverpool were lining up a move for Huntelaar as they look to bolster their attacking options with Luis Suarez expected to move to Barcelona.
Huntelaar played down the links with Liverpool last week saying he planned talks over his future after his involvement with the Netherlands at the World Cup.
The 30-year-old is entering the final year of his contract at the Veltins-Arena and is in talks over a new deal.
Heldt says he had no contact with Liverpool regards Huntelaar and that they have no interest in selling the former Ajax and Real Madrid hit-man this summer.
"Most recently, I've read that Liverpool FC should have interest in Klaas-Jan Huntelaar," Heldt told the club's official website.
"Liverpool, Klaas-Jan and also his adviser have not contacted us.
"And we also have no interest in selling the player."