Hemmings' match-winning brace against Partick Thistle took his goals tally to 25 in all competitions this season.
"He's a player that we want to keep but we can't stop speculation and you can't stop players being ambitious.
"When we do have him we're grateful for that," Hartley said.
Hemmings' goal nine minutes from the end sealed the points for Dundee at Firhill after Kris Doolan had cancelled out the Englishman's opener.
Hartley said he was always confident his team would prevail, even after Doolan's leveller 20 minutes from time.
"We never want to try and settle for a draw," the Dundee manager told BBC Scotland.
"We always try to go and win the game and I felt that today. I felt there were always more chances for us.
"For Hemmings again, his 25th goal of the season, it's a fantastic return and a really pleasing performance for us.
"Goalscorers are hard to come by and for Kane getting 25 goals for a team that's in the middle of the table has been a terrific return, but he's got his team-mates to thank for that also.
"We set him a little target at the start of the season, we said 15 goals. Then we went 20, 25, now I think we've got to go 30.
"That's the problem that we will have [keeping him] but we've got two years left with him. We're not a selling club now. I know that might sound stupid but we're not. We want to try and keep our best players.
"We're trying to build something good here. We feel we've got a really talented squad. Although we were disappointed not to get into the top six, but I think when we play well we're good to watch."
Partick Thistle manager Alan Archibald felt his side's display merited something from the match.
"I thought we had a good second half," Archibald said.
"First half, I didn't think we were at the races but second half was much more positive and I thought we deserved at least a point.
"Dundee are always a danger on the break with Hemmings up top but I thought it looked like the game was swaying towards us. Then they got what turned out to be the winner, but I thought we did enough to get an equaliser at the end with [David] Amoo's chance."
Paul Hartley is adamant he wants to keep prolific striker Kane Hemmings at Dundee, but admits his goal-scoring exploits this season will attract interest from other clubs.