According to The Chronicle, Sunderland - who are playing in League One this season after getting relegated from the Championship at the end of the 2017-18 campaign - made a move for United striker Sharp on transfer deadline day last week.
Wilder has revealed that the 32-year-old former Leeds United and Southampton striker turned down the chance to join the Black Cats.
“I told Bill, as I tell every player if there’s interest in them, but that boy doesn’t want to go anywhere,” Wilder told The Chronicle about Sharp.
Good decision from Billy Sharp?
Sharp is settled at United, and has regained the form that he lacked at Leeds and is an important player for the Blades.
During the 2017-18 campaign, the 32-year-old striker scored 13 goals and provided four assists in 28 Championship starts for United, according to WhoScored.
So far this season, Sharp has scored one goal in 75 minutes of Championship football for United, according to WhoScored.
Sunderland are a big club, but leaving United in the Championship to the Black Cats in the Championship would have been a step down for Sharp.