The Gunners' skipper has refused to sign a new contract at the Emirates Stadium and is also said to be interesting Juventus and Manchester City.
"Obviously Arsenal have given out the fact that we've made a bid for him," Sir Alex told MUTV.
"We try to keep business as close as possible to us until the moment we conclude a deal. There's no point talking about something that might not happen.
"There are other clubs interested in the player. We've shown an interest and that's where we're at at the moment."