The U’s have had no formal transfer offers for any of their players so far during the January transfer window, but have received an enquiry over the availability of one unnamed player.
But with the squad stretched by injuries and suspensions, Wilder is reluctant to let anyone leave.
He said: “As we’ve seen with the numbers at the moment I can’t afford to let anyone go.
“Although players are coming back it can quickly change, so it has to be right and it wasn’t at the moment.
“Nothing concrete has come in, it was a loose approach about a player who hasn’t been playing regularly.”
The exception could be Luke O’Brien, whose short-term deal expires next week.
The 24-year-old was brought in as cover for Liam Davis, who returned from injury in November, but has had minor niggles since.
Wilder will make a decision after tomorrow’s trip to Bradford.
He said: “Luke’s done great for us, but there has to be a pathway for him to play.
“The reason Luke has played and it got extended is because we’ve had issues with Lev (Peter Leven) and Liam.
“Obviously if those continue we might look to extend Luke.”