And the City chief is confident that his star striker is not about to disappear from Valley Parade through the transfer window.
Wells has begun the new campaign in explosive fashion with six goals in the first five games and is inevitably attracting talk of higher-level interest.
With the window open until next Monday night, QPR are the latest name to be thrown in the mix. National reports have linked Harry Redknapp’s big spenders with a possible £3million bid.
But Parkinson is comfortable with the speculation and stressed that Wells is staying put.
He said: “There are always going to be rumours. You expect that.
“QPR have just signed Charlie Austin and others. I’m sure they won’t be interested.
“It’s fairly difficult at this point to let anyone go because it would be almost impossible to bring someone in. It’s something we don’t want.
“I want to keep improving the squad and not weakening it by losing players. That’s the situation.”
Wells netted twice against Sheffield United at the weekend to extend his remarkable scoring run to eight games on the trot.
It was thought he had set the new club record at the time but the Bermudian has actually equalled the tally set by Derek Stokes between December 1959 and February 1960.
Wells’ finishing prowess was the difference in a pulsating Yorkshire derby. But the striker acknowledges the efforts of his team-mates.
Parkinson added: “Nahki knows the work that went in from the team on Saturday to make sure those goals were winning goals. He understands that.
“He is getting the headlines, which is great, but it was a terrific performance from the whole team.
“It’s been a good start but we aren’t getting carried away. We are just building something here.”
City’s back four laid the foundations for a first league win over the Blades in 26 years with a second home clean sheet. Wells grabbed the plaudits but Parkinson made sure the defensive efforts did not go unnoticed.
“The defence gave us a great platform to go and win the game from. The Carlisle game was quite an easy victory but we had to really push defensively – and everybody stood up to it.
“There were some terrific moments defensively which sometimes don’t get highlighted but they do from me. Some of the blocks and headers were tremendous.
“It was a great advert for the division and I really enjoyed being involved. There were two honest, committed teams going head to head.”