The Birmingham striker, who is out with a knee injury, is reported as being on City manager Chris Coleman's wish list but Blues boss Alex McLeish confirmed there has been as yet no official approach.
"I'm sure there will be a lot of teams interested in Gary and Coventry would probably be one," said McLeish to the Birmingham Mail.
''But if you're asking have Coventry contacted me then the answer is 'no'.
''They may have been past comments to reporters that's gone in the papers. Certainly, there's been no contact with us."