Sharp, 33, is under contract at Bramall Lane until June, 2021 after signing a new two-year deal in February, but has made just one Premier League start this season.
Leeds United are one of the clubs to have been linked with Sharp, who played for the West Yorkshire club in 2014-15, as Arsenal are expected to recall Eddie Nketiah from his loan spell at Elland Road, but Wilder insisted the Sheffield-born striker is keen to stay with the Blades.
“You can read hundreds of thousands of reports about us being linked with players and players being linked with us,” said Wilder.
“He’s a talented player, who has done fantastically well. He doesn’t want to go anywhere, I don’t want him to go anywhere.
“So, as far as I’m concerned, that’s the end of the conversation with him.”
Wilder, whose side face Liverpool at Anfield on Thursday following their first away defeat in almost a year on Sunday at Manchester City, is hoping for a flurry of other activity in the transfer window.
“I’m absolutely battering (head of recruitment) Paul Mitchell,” he said. “Every couple of hours I’m asking: ‘Is anything happening? Are we moving on anything?’
“He would if he could, but the majority of the time it’s about patience and waiting and that’s what we have to do.
“We’ve put a lot of work into this window. It’s an important window for us, with the ‘outs’ just as much as the ‘ins’, to get that balance right.
“We’re working very hard and I’m sure when Paul has some news for me, then we’ll move on that.
“I’m quite impatient, but sometimes other people aren’t as quick to do the deals as maybe I am.”
Wilder confirmed midfielder John Lundstram (ankle) could return to contention for the game at Anfield after missing the 2-0 defeat at the Etihad Stadium.
The Blades, who ran Liverpool close in a 1-0 defeat at Bramall Lane in September, are expected to be at full strength.