Sharp, a fan of Wednesday's fierce rivals Sheffield United, says he has no desire to leave Glanford Park this summer.
The club turned down two bids for his services in the January transfer window, both of which are believed to have been higher than the reported Owls bid.
"From our point of view we'd like to have Sharp and Jermaine Beckford at Scunthorpe United next season," he told PA Sport.
"It's going to be an interesting summer. There will be mass speculation about everybody and a lot of negotiation going on behind the scenes for a lot of people.
"We've got all summer to speculate who's coming and who's going, it's good for the media, good for our supporters and good for the game - but we'll be doing all we can to keep Billy here."