Megson, however, has confirmed that he had spoken to Fulham about what kind of price they would want for the 29-year-old midfielder but after being told the figure he has decided to look elsewhere.
"I spoke to Alistair Mackintosh, the Chief Executive at Fulham, last week and I left a message with Roy Hodgson saying that I had done so," Megson told his club's official website.
"We had quite a long conversation and so I got it from the horse's mouth about what the position was.
"I just mentioned a figure to him, he said that it wouldn't be acceptable and so we move on."