The Cairo club made no secret of their desire to sign Hefni when the transfer window re-opens in January after he produced some impressive displays recently.
"I read that MCDR set an asking price of 40 million pounds to offload Hefni, it's very strange," Hassan told FilGoal.com on Saturday.
"If they are serious, then we could raise the bid and sign Lionel Messi from Barcelona," he sarcastically added.
Hefni had a great chance, which he eagerly anticipated, to showcase his talent when MCDR played against Zamalek in the Egyptian Premier League last week.
He made the most of it by producing an eye-catching display although his side lost 4-3 in a thrilling game.
The 24-year-old opened the scoring after 14 minutes when he cut inside his marker and hit a low shot which bounced in front of keeper Essam Al-Hadari before flying into the net.
He burst onto the scene when his superb bicycle kick earned MCDR a 1-1 draw at Ismaili last month.
"I greatly respect Hefni, we have been tracking him since last season. However, if we can pay that amount of money to sign him so how much money should we pay to (star forward) Shikabala?" Hassan said.
Eid Interest
Hassan also said that Zamalek have renewed their interest in Harras Hodoud forward Ahmed Eid.
Hodoud rebuffed an approach from Zamalek regarding the possibility of signing their prized asset few months ago before extending his deal. The White Knights are willing to continue pursuing him though.
"We always want to sign him. He will be a valuable addition to our squad if we succeed in bringing him to the club," Egypt's all-time leading scorer Hassan stated.
"We will table an official offer to sign Eid in the next few days. We will go through the legal channels."
Eid is a regular member of Egypt's squad but is usually criticized by the Pharaohs' coach Hassan Shehata for his fiery temper.
The 30-year-old was handed a four-match local suspension in August after pushing the referee's hand when he was about to hand him a yellow card during a league game.