The offer, said to be around £2million, was immediately knocked back by the Dens Park side, who see Caulker as important to their hopes of avoiding relegation this season.
Ahead of the trip to Celtic Park on Wednesday night, McCann refused to reveal which club had made the bid for the 26-year-old former Tottenham and QPR stopper who only joined the Taysiders in February - though it’s reported to have been Norwegian side Rosenborg.
He said: “It well exceeds the club record fee we have received for a player but it’s been knocked back.
“I am delighted to say (managing director) John (Nelms) is not interested in it. Steven has been informed of it. He is not interested in it, he wants to stay here.
“I am not interested in it so all in all I am very happy.
“It is great for Steven that he has come here and in a short space of time a club has tried to prise him from us for that size of transfer fee. It shows how good a player he is but he will be going nowhere.”
Much of the fall-out from Celtic’s 3-0 win over Ross County at the weekend surrounded the red-card challenge on Hoops skipper Scott Brown by his Staggies counterpart Andrew Davies.
The challenge was described by Parkhead boss Brendan Rodgers as “disgraceful” but McCann scoffed at the suggestion that the game was becoming too physical.
The former Dundee, Hearts, Rangers and Scotland winger said: “No, it’s less physical than it ever was. Try playing when I was playing when the tackles from behind were still on the go.
“Do me a favour. Anyone who says that is kidding themselves on.
“I think probably players maybe get more protection. There’s more yellow cards for nothing than ever.
“Yes, there is the odd bad challenge, clearly, an aggressive challenge. But anyone who says it is getting out of hand is kidding themselves on and clearly never played 10 to 20 years ago.”
As 10th-placed Dundee look for the points to take them away from the threat of relegation, McCann prepares to take on the champions-elect with confidence.
He said: “You are in top league to play top sides. You should never be daunted. I don’t detect any fear.
“If you go with apprehension, you will come out with nothing.”