Sheringham has been told by Spurs that they will not be renewing his contract this summer and Millwall boss Mark McGhee would like to take the striker back to the Den.
"Neither Teddy nor myself have spoken to anybody from Millwall recently or over the past season regarding him going there," Sheringham's agent, Barry Nevill, said.
"They have not approached us at all.Teddy will consider offers from home and abroad in the near future."