The 24 year old midfielder's good form has, however, grabbed the interest of at least two southern clubs who may be set to make an offer for him in the January transfer window.
David Robertson, who has already expressed his concern at bigger clubs coming in for City's youngsters in the Winter, was surprised by the latest news.
"Jamie is signed until the end of the season and, as far as I am aware, he is happy enough with us.
"As things stand I have not heard a thing, so if that is true, then it comes as a bit of a shock. "
McKenzie told the P&J "I'm out of contract in the summer, so obviously I would consider any deal that was offered to me."