The centre-half took in a spell on loan at Hillsborough last season, prior to ending the campaign with West Ham United.
A permanent approach from Wednesday has been mooted, with it unclear where the 31-year-old fits into the first team picture at Molineux.
Jackett, though, says no discussions have been held – at least not with him.
He said in the Express and Star: “I had a call before training yesterday (Thursday) from Stuart Gray.
“But, no, there hasn’t been any advancement.
“It was just a general enquiry on a number of players. But you’d assume there would be interest because he did very well at Sheffield Wednesday last year.
“He’s very well thought of there, definitely. Stuart Gray speaks well of him.
“It may be at a level where Jez Moxey is talking to his agent.”