The bid is thought to have come from a club in the Play off's maybe either Sheffield Wednesday or Tranmere.
Club director Sandy Gray said: "In Sean's case he has come on immensely in his time with us, and he is now captain of the club. We value him very highly and will not be accepting silly offers for anyone and we look to continue building for next season."
The club has also rejected another bid for Sam Parkin in the last week, which is thought to have come from Watford this time.