The midfielder was left out of the matchday squad as Saints picked up their first Premier League win of the season with a comfortable win over 10-man Norwich.
Southampton outclassed a Norwich side who were not at the races and were given a tougher task when Steven Whittaker was sent off in the first half after picking up two yellow cards.
After seeing his side win comfortably courtesy of a Graziano Pelle strike and a brace from Dusan Tadic, Koeman ruled out a Wanyama move, despite reported Tottenham interest.
“We had a meeting and it is true (that he has asked to leave), but it is the same question what it was for Sadio (Mane) and every player in this team — nobody is for sale,” Koeman said.
Norwich manager Alex Neil had yet to taste defeat on the road since taking over at Norwich in January but admitted his team did not deserve anything from Sunday’s encounter.
“I thought we looked too comfortable and didn’t move the ball well enough and didn’t work hard enough,” he said.
“The type of team we are, the way we play, we have got to be up for the battle and I don’t think we won our individual battles as well as we normally do.”
Stekelenburg, Cedric Soares, Yoshida, Fonte, Targett, Steven Davis, Romeu, Tadic, Ward-Prowse, Mane, Pelle.
Ruddy, Whittaker, Martin, Bassong, Brady, Redmond, Dorrans, Tettey, Howson, Hoolahan, Jerome.
Jon Moss (W Yorkshire)