The Wolves striker, who scored 11 goals in 15 games for the Iron during a loan spell during the 2012/13 season, is being linked with a move away from Molineux this summer, despite only joining the Midlands club in January.
But Wilcox denied Scunthorpe had already been lodged a bid with the Sky Bet Championship club.
"We've not made an enquiry. Not at all," Wilcox told the Scunthorpe Telegraph.
"Sometimes somebody puts something out there and from one story or tweet, people jump on it, put two and two together and next minute, Leon Clarke is coming to Scunthorpe.
"That's not the case. He's been here before and I've worked with him here and at Sheffield Wednesday, but I've not heard anything to even suggest he is unhappy at Wolves.
"He's a Wolverhampton boy and I think going back there will have been his dream move. He's a quality player and if he was to become available, we'd be interested, along with no doubt numerous other clubs.
"But we have to be respectful towards Wolves and Leon.
"Leon is a Championship player now and I'm sure he wants to play at that level. I certainly would given the opportunity."