Keene, who is currently in the last six months of his stay at Wits, is rumoured to have agreed terms on a pre-contract with Matsatsantsa.
The England-born hitman has been earmarked as a replacement to New Zealand striker Jeremy Brockie, who recently completed a multi-million rand move to Tshwane neighbours Mamelodi Sundowns.
Reports also suggest that the 32-year-old could complete the switch before the transfer window closes at midnight on Wednesday.
However, Ferreira is unaware of Keene having signed a deal with SuperSport, and insists neither have they been contacted over the player's early release.
"I don't know about any pre-contract, neither has anyone contacted me about him. So, I have no knowledge of anything you're talking about," Ferreira tells KickOff.com.
SuperSport officials were unavailable for comment at the time of publishing.
Keene has managed three goals in his last three league appearances, helping The Clever Boys leap out of the relegation zone for the first time since the start of November last year.