The Argentina international will be leaving the Etihad Stadium this summer after a ten-year stay and has been linked with every big club in Europe including Premier League rivals like Arsenal, Chelsea and Manchester United.
Solskjaer has quashed the rumours linking the Manchester City all-time top scorer to Old Trafford, insisting this will never happen.
A Manchester City player has not directly moved straight to Manchester United for the past 25 years and it seems Aguero would not be joining the Red Devils according to Solskjaer.
"When I played for Man Utd, if a rival club would try to sign me and I'd gone to a rival club, where's the loyalty?" Solskjaer said ahead of Manchester United’s game against Brighton and Hove Albion in the Premier League on Sunday.
"Of course, loyalty is one of the values I rank highly. So I wouldn't expect any player who had played for a club for 10 years to want to go to a local rival."
"I know we're professional but when you play for Man Utd, you don't go to Man City," Solskjaer added.
"We've had examples of that and I didn't really agree to those moves, to put it that way. I don't want to name names, but you all know who I point my finger at. Enough said."
