Xabi Alonso claims no Premier League offers were put to him before leaving Real Madrid for Bayern Munich.
Blackpool have signed Rochdale full-back Tom Kennedy on loan, while Tangerines striker Francois Zoko has joined Bradford.
Newspaper reports suggested United boss Sir Alex Ferguson held talks with the player in London on Sunday over a switch that could be worth up to £15m.
But Palace have told Sky Sports they have not given Zaha permission to talk with the Premier League leaders and no deal has yet been struck.
Arsenal and Tottenham are among others said to have been tracking the 20-year-old's progress, although United remain favourites to land him.