The president of Lyon said yesterday that they are considering making a bid for Anelka.
Allardyce said: “If the president of Lyon did say he was interested in Nicolas without speaking to us, then he is out of order.
“We have had no contact with anyone about Nicolas, and even if we did, the answer would be no.
“Nicolas’ overall contribution has been very good but because we are not winning matches people are bound to make more of the fact that he has not scored.”