The Brazilians are interested in the Kenya international to improve competition in their backline, though they have yet to make a concrete move.
The two sides will meet in on Sunday in the last of the MTN8 quarterfinals at the Lucas Moripe Stadium, a venue where Onyango impressed Sundowns' technical staff when he scored in the penultimate game of the league last season.
The 23-year-old, who joined United from Santos at the beginning of the 2015/16 season, is viewed as the indispensable by the club and he showed that as he formed a strong partnership at the back with Denis Weidlich, Bevan Fransman and Kwanda Mngonyama last season.
“We'll see what happens,” Onyango said on Thursday. “But at the moment I'm here ... I have a contract running until 2019 so I'm a player of Maritzburg United.
“But of course, Mamelodi Sundowns did approach the club, not me. They spoke to the club, not me. I didn't have any contact with the guys there [at Sundowns].”
When pressed whether he still wants to play for Maritzburg United in light of a potential Sundowns approach, the tough-tackling defender added: “I'm still here. I love Maritzburg, but whatever happens, it'll happen.”