The Nigeria international has distanced himself from the rumours making the rounds that he is close to make a switch to the Owls.
Ahmed Musa has debunked reports of his potential transfer to Championship side Sheffield Wednesday, revealing his ambition to play in the top-flight.
The Nigeria international is currently without a club after leaving Saudi Arabian side Al Nassr in October by mutual agreement.
The fleet-footed winger has since been linked to the Hillsborough Stadium outfit but the 28-year-old has now distanced himself from the rumours.
“I don’t know where the story [potential move to Sheffield] is coming from because I don’t pay attention to rumours and gossip,” Musa told BBC Sport Africa.
“With due respect to the club, I left Saudi Arabia to continue my career at the top level in Europe and that’s the ambition.
“It’s true that there is genuine interest from different clubs, but my agent Tony [Harris] is the one handling that.
“He knows what I want and I also know I want to play at the highest level at this stage of my professional career.
“I said when I left Saudi Arabia that my utmost desire is to challenge myself competitively at the top level both at the club and national team level.
“I’ve continued to keep myself fit for the next challenge and that is the only mindset I need right now. But, like every player representing the country, I want to play at the highest level.”
Musa spent two years with Premier League club Leicester City but struggled to establish himself at the King Power Stadium.
The forward, subsequently left the Foxes in 2018 to team up with Al Nassr in his quest to enjoy more playing time but has now put his disappointment at Leicester behind him.
“For some reasons, things didn’t actually work out there [at Leicester], but you can’t focus too much on the past,” he continued.
“I’d rather try to write a better story if another opportunity to play in the Premier League presents itself.”
Besides playing for Leicester City, he also starred for Russian Premier League club CSKA Moscow, where he had two stints.
Musa is currently Nigeria national team captain and has 95 caps for the Super Eagles since he made his debut in 2010.
The forward played a key role as the West Africans secured their third Africa Cup of Nations title in 2013.