The Brazilian has been close on joining Juventus and Inter Milan and has been under fire from the Roma fans.
Mancini said: “I did not know about this conversation, but it just proves what I said all along. I was painted as a traitor when I never did anything against Roma.
“I repeat, I never spoke to any directors from any other club. That includes when I went to Milan to sort out some paperwork, not to discuss a transfer.
“I am not even considering leaving this side. I have another two years on my contract, I am happy here and nobody has contacted me. If Roma want to sell me, then that’s different, but I have no reason to walk away.”