Wells, 23, who struck 26 goals in 54 appearances last season, took his tally for the new campaign to seven in as many matches in the weekend win over Brentford.
Bradford turned down a bid for Wells from Peterborough in June, while Watford and QPR are among several Championship clubs to have been linked with the Bermuda international before the transfer deadline.
"The transfer window has now passed and we have managed to keep hold of him, which is a credit to the board," Parkinson told reporters after Saturday's impressive 4-0 victory.
"It is also a credit to Nahki because not once has he banged on my door wanting to know about any moves or speculation about him. He has just got on with his job.
"For such a young lad, that is a great credit to him and his family.
"I have dealt with young players before who have been linked with moves away and it can be not easy. Nahki's focus has been top class."
- Sports & Recreation