The 25-year-old has been strongly linked with a summer move to Real Madrid.
Macua said: “Llorente will not leave Athletic this summer. We will not be selling players that are key to the team.
“No club would discard Fernando, and we know that the will of the player is to continue for Athletic for a long time. There has been no approach from any club for the striker. I can categorically say that Llorente will not leave Athletic in the summer.
“There are a number of other players who are the pillar of a project we are building here, and there will be no sale of key players.”
