The France international, 22, is out of contract at the end of the current season and has been linked with a possible move to Newcastle, where he would join Yohan Cabaye, Hatem Ben Arfa and Mathieu Debuchy.
Marseille were expected to be Sissoko's most likely destination if he remained in France, but the title contenders say any deal is still some way off.
"Today, I do not know where he is," said Baup. "It is not a unique interest for our club.
"If I were to give a give an opinion, it would not be on his arrival."
However, Marseille have expressed an interest in Cluj striker Modou Sougou following the sale of Loic Remy to QPR.
Baup said: "The player interests us, like other players. But in terms of negotiations, we are not there yet.
"He could be a player that comes to us – but there has been no progress on one side or the other."