Reports have linked Cicinho with a move back to Brazil after his recent problems at the club.
“I am not going back to Brazil, there has been no contact with any clubs,” the 28-year-old told Radio Record.
“I am flattered by the reported interest of big sides, such as Sao Paolo, Santos and Internacional, but I can assure you that they have not approached me.”
He added: “There is no rift between us, Roma are keen to keep hold of me and I also want to continue my adventure here in Italy.”