Some reports claim Sandilands, who started 23 league games for Sundowns during the past campaign, might leave the Brazilians in favour of a move to Ajax Cape Town.
What has fueled the rumour is the fact that the Urban Warriors are earnestly searching for Hans Vonk's replacement after the latter hung up his gloves at the end of the season.
However, Sandilands pledged his future to Sundowns during an interview with Football365.co.za and claims he knows nothing of any outside interest in his services.
"I have no idea what's that all about and all I know is that I remain a Sundowns player, that's all I know," said the Bafana Bafana international.
"I haven't heard anything from either Sundowns or any other club. All I have seen and heard is media speculation."
The former Platinum Stars goalkeeper further insisted he has no intention to jump ship at Sundowns.
"For me, those are just rumours. Sundowns is a big team, a big club and I feel I have done well for the club in the games that I played.
If I do continue at Sundowns I just want to play well for the club," he concluded.
Meanwhile, reports coming out of Zambia claim Sundowns are after Kennedy Mweene of Free State Stars.
According to Zambianfootball.net, "Sundowns is ready to meet Free State Stars' asking price for the highly rated 27-year-old".