The 22-year-old has long been linked with both Inter Milan and Manchester United.
Udinese sporting director Fabrizio Larini insists the youngster will not be sold in January.
“Inter in January? Nothing true,” Larini told Sky Sport Italia.
“Sanchez will remain with us until June. The player is being following by important European clubs. Maybe in June the club’s owners will evaluate offers.
“But for now the team has no need to sell and we cannot see an exit.”