There's been continued speculation that the striker may move on but Cook has categorically said he doesn't want to let him go.
The striker is believed to be subject to interest from League One Sunderland with a rumoured bid of two-hundred-thousand pounds being rejected by Latics.
Speculation around January is always rife and Cook says people need to be careful about what they listen to
"There is always two, three, four sides to a story and Will Grigg is a focal point of what we do" Cook told Wish FM.
"Our greatest success since I've been manager is Powell, Grigg, Massey and Jacobs.
"While people can speculate on bids, high bids low bids we are trying to strengthen our team, not weaken it"
The manager also confirmed new signing Anthony Pilkington will be available for tomorrow's game with Aston Villa along with Darron Gibson, Sam Morsy and Michael Jacobs.
Live commentary of that game on Wish FM.