Northampton are among the clubs interested in signing Sheridan when his contract expires at the end of the season.
The Saints are bolstering their squad for an immediate return to the Guinness Premiership and are clear favourites to win National League One.
However, Sheridan, 28, said he has no intention of quitting Edgeley Park and is expected to hold talks about a new deal shortly.
"I'm very happy here and as far as I am aware there have been no talks with any other clubs," said Sheridan.
"We're not in a position to do that anyway and I'm thoroughly enjoying it at Sale.
"It's my fifth season here and I'd definitely love to stay beyond the end of my current contract.
"It's a great set-up here and I enjoy everything about it. Hopefully something can be sorted."
Sheridan has proved a key figure in Sale's success under Philippe Saint-Andre and enhanced his reputation further during the World Cup.
But the 6ft 5in forward, who returned to domestic action in Friday's EDF Energy Cup victory against Bath, refused to wade into the debate surrounding Brian Ashton's England future.
Lawrence Dallaglio made a series of scathing comments about Ashton's preparation and leadership in his autobiography after England went down 15-6 in the World Cup final.
England team-mate Mike Catt was in a similar position but moved this week to distance himself from his most critical comments and affirmed his belief that Ashton should retain a coaching role in any managerial restructuring.
Sheridan refused to comment directly on Ashton's position and added: "Ultimately it was disappointing that we lost in the final, but it was a squad and a management effort that we got that far.
"It was a great effort to turn things round after losing to South Africa (in the group stages) and the squad and management deserve credit for that."