The Northern Irishman has been linked with a move away from Rangers after failing to hold down a regular place this season.
But McCoist is eager to hold on to the forward as he considers throwing him in for today's League One clash after seeing his squad decimated by injury and suspension.
He said: "Two or three clubs have been on to me. I've told Dean about that as I would with any player.
"I also told Dean I don't want him going anywhere.
"Dean has never shown any indication that he wants to leave. In fact, quite the opposite.
"He just wants to get back in the team and back playing. I'm delighted with that.
"He absolutely has a chance of playing today."
Shiels is not the only Rangers player who has been linked with a move away from the club during the January transfer window, with speculation that McCoist's hand could be forced if chief executive Graham Wallace wields the financial axe.
McCoist has arguably the second strongest squad in Scotland at his disposal but he insists he can't afford to ship out a host of Light Blues stars.
He added: "In an ideal world, you'd obviously like to add to that to give them help for winning this league and the next division.
"But that might not be the case and I totally understand that."