AC Milan was linked with a move for the Brazilian over the summer.
“I worry about the interest of Chelsea but I don’t worry about what Luis Fabiano thinks,” said Jimenez.
“He is a great guy and I have no doubt that he thinks only of Sevilla.
“The problem is for Chelsea and all the other teams in Europe because Luis Fabiano plays for Sevilla.
“Our desire is that he stays in Sevilla for his whole career.”
Sevilla president Jose Maria Del Nido said: “I’d like to keep hold of Luis Fabiano until the end of the season and hope he scores 40 goals with us.”