It has been said that Lansbury is set to sign for Villa on a £40,000-per-week contract, after the Claret and Blues agreed a £3 million fee for the central midfielder (Express and Star).
However, McClaren, whose Derby side have also lodged a bid for Lansbury, have not given up on signing the former Arsenal man.
"I find that (reports of a deal being agreed) strange. We have heard nothing of that,” McClaren said.
"We made an enquiry and bid a couple of weeks ago, and I think there is turmoil going on at Forest at the present moment in terms of a takeover.
"So I think everything is up in the air in terms of Nottingham Forest and Lansbury. We are just keeping an eye on the situation.”
Derby submitted an offer for Lansbury earlier in the transfer window, but it was rejected by Forest.
The Reds do not want to sell one of their prized assets to their main rivals.
Lansbury’s future at Forest is up in the air, as his contract at the City Ground expires at the end of the season.
January is the last month which Forest can receive a fee for the former England youth international, otherwise he will be available on a free transfer at the end of the season.
Lansbury has scored six goals in 19 appearances for Forest so far this season.