The 29-year-old former captain at Bramall Lane has been linked with a switch to Championship side Cardiff City where he would link up with fellow Welsh international centre backs, James Collins and Danny Gabbidon.
"I'm not aware he's in talks with Cardiff or anyone else," said Warnock.
"But his agent has said he's spoken to them and I've taken two or three other calls asking me about Robert, so I'm sure he'll be all right."
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