The Prenton Park chief spoke to the Beeb in response to claims last week that the Millers had put in an official cash bid for Thomas-Moore, son of Ronnie.
Parry confirmed Thomas-Moore had handed in a transfer request after the player informed him he'd received an offer of a two year contract from elsewhere.
"Because of that, and as we wouldn't give him a second year at the moment, he's put in a transfer request", said Parry.
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"But while he's showing the attitude he's showing, I don't really see a problem. It will end up with some result, whether he stays here or not I don't know.
"I won't let him go and I certainly won't let him go for nothing. I can assure everyone there has been no bid from Rotherham.
"I spoke to Ronnie Moore last Saturday about another player, and his only words were 'are you keeping hold of Ian' and I said 'yes'. That was the end of the conversation and there was no conversation about anything else."
Ronnie Moore hinted over the weekend that Ian would like to sign for the Millers if the opportunity arose.