Sheffield Wednesday: Peterborough's Jack Baldwin high on Jos Luhukay's transfer list
The 25-year-old ex-Hartlepool defender has also been subject to interest from League One Sunderland, but MacAnthony suggested their bid had been too low.
Baldwin, who has one year left on his contract, signed for United from the Pools in 2014 for £500,000 and can play at centre-back, right-back or centre-midfield.
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Hide AdHe has made 100 appearances for the club, scoring four times and was named captain for the 2017/18 season, but has been put on the transfer list.
Speaking to ThePoshTV, co-owner and club chairman MacAnthony said: "Jack's a professional, the gaffer said it the other day he's impressed him a lot, he's been really happy with him and his attitude has been spot on.
"We obviously had Sunderland come in and want to pay next to nothing for him. They were trying to shift players at the time and obviously we turned that down.
"Sheffield Wednesday called us, he was high on their manager's list and again that didn't get to where we needed it to be.
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Hide Ad"I'm quite comfortable with Jack, he's got a year left and an option on that year as well.
"He's been playing some of his best football since he's come back in training and he's been in great shape."
Wednesday are yet to make a signing this summer but have let Jack Hunt and Jordan Rhodes depart.