England's record goalscorer has been linked with a move to MLS after a largely disappointing campaign since returning to his boyhood club last July.
Everton boss Sam Allardyce said on Friday that he thought there had been some discussions between the player and DC, although he insisted Rooney had not asked for a transfer.
Olsen has now admitted they want to bring the former Manchester United captain to the United States, but a deal is far from concluded.
"I'm not sure what you're talking about," he initially told TMZ Sports when asked about the interest in Rooney.
He then added: "Certainly, the deal is not done. Obviously, there is some interest from our end."
Rooney returned to Everton in 2017 after 13 years at Manchester United, in which he won 12 major honours and became the club's all-time record scorer with 253 goals.
The 32-year-old has scored 11 times this season but has failed to find the net in the Premier League since the 3-1 win over Swansea City on December 18.