Reports this week have suggested that Pompey boss and ex-Millers chief Kenny Jackett was keen on prising the former Blackpool centre-half, who impressed at the AESSEAL New York Stadium since joining last summer, away from South Yorkshire.
On the rumours, Warne, who is not expecting any outgoing transfer activity today or incoming arrivals either today, said: "I have not heard anything and I always get an email or a phone call.
"I would be amazed that if Kenny came in for any of my players that he would not just phone me anyway. I do not believe there is any truth in it.
"I do believe that Portsmouth like Robbo, lots of clubs do, but there has not been a bid and if there has it would have to be mesmeric for me to let a centre-half go considering I have got three (fit defenders)."