Udinese sold Alexis Sanchez to Barcelona and Gokhan Inkler to Napoli over the summer.
Gabriel Torje, Mehdi Benatia and goalkeeper Samir Handanovic have all been linked with moves to England.
“I request for the local media to stop talking about the transfer window because we have absolutely no intention of or need to sell,” Pozzo told the club’s official website.
“In fact, we only have the need to act on the market regarding possible acquisitions. My ambition is to make this club grow.”