Yorke looked destined for a move from Blackburn to Parkhead during the summer before Blues hijacked the deal and the former Trinidad and Tobago international decided on a move to St Andrew's.
Blues boss Steve Bruce confirmed last week that Yorke would be allowed to leave the club should a reasonable offer come in for him and media reports had suggested that Celtic could once again be interested in his signature.
O'Neill has today however revealed that he has no interest in signing Yorke.
West Ham, Southampton and Wolves are other clubs that the media have suggested may be interested in signing the 33-year-old striker.