The Blues have made two bids for the Manchester United star, the latest one of £25m.
But Old Trafford chiefs have decided Rooney is going nowhere, regardless of how much is offered.
The relationship between Rooney and the club is at an all-time low after the striker was left angered by old boss Sir Alex Ferguson.
Getting Rooney firing is crucial to United's hopes of retaining the title.
While their rivals have spent big money on strengthening their squads, Moyes has been unable to add any new faces to the ranks.
He's seen midfielders Thiago Alcantara and Kevin Strootman opt for moves elsewhere while attempts to sign Leighton Baines have been knocked back.