Ferguson, a player at Molineux between 1994 and 1999, was linked with the Wolves job last summer following Wanderers' relegation from the Premier League.
He has been linked with it again this week following the midlands club's decision to sack Dean Saunders after relegation from the Championship along with Posh.
However, MacAnthony insists Ferguson is already putting plans in place for next season when he aims to lead Peterborough to promotion from League One for a third time.
"Just to confirm Posh fans, DF will not be going to any other club and is already planning with me about our title push next season," MacAnthony said on Twitter.
"Both he and Rooster (assistant manager Kevin Russell) are travelling to the States next week to spend few days with me planning everything. I'm already excited about new season."
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- Dean Saunders