"I wouldn't expect any player who has played for a club for 10 years to want to go to their local rivals," Solskjaer told reporters before Sunday's Premier League game at home to Brighton & Hove Albion.
"I know we're professionals, but when you play for Man United you don't go to Man City. We've had examples of that and I didn't really agree with it.
"When I played for Man United, if a rival club tried to sign me, and I had gone - well, where's the loyalty? Loyalty is one of the values I really, really put highly."
United are second in the English top-flight on 57 points after 29 games, 17 points behind City who have played two games more.