Brandt, 24, has been linked with a move to the Premier League club in January.
But Zorc said no offers had arrived for the midfielder, who is contracted at Dortmund until 2024.
"I don't want to answer any rumours that were made by the media. Now there is permanently a name [Brandt] coined that we don't even think about giving up on," he said.
"Overall, we look at many different scenarios primarily due to an economical background that is simply not the best due to the ongoing pandemic.
"But I can only repeat myself again. We have no offers at all."
Dortmund, which is fourth in the Bundesliga, visits RB Leipzig on Sunday (AEDT).