Humphrys was not Dons' record-breaking bid
The 22-year-old netted 11 goals in 35 games for Southend, but following their relegation to League Two, has been linked with moves away from Roots Hall, including Dons.
The Dons boss said: "He wasn't the subject of the record breaking bid. I know where it has come from. I think I know where it's come from: I'm good friends with his agent, I've known him a while and we were team-mates once. Stephen is a good player but he wasn't and hasn't been on the list for us."