Sky Sports reported on Wednesday that the Iron have offered £250,000 for the 24 year old, and Dickov said he would only consider letting the tricky winger go if a substantial bid was received.
"Chris is one of our better players and we don't want to lose him," Dickov told Oldham's official website.
"We believe he can play at a higher level, but we want it to be with us. For somebody to take him it would have to be at the right price, a very good price."