The 25-year-old striker has recently been strongly linked with the likes of Manchester City and Juventus.
“I can confirm that Cavani is not for sale at any price. The president has made it clear to everybody how he feels about a transfer,” Bigon told Corriere dello Sport.
“And Edi, too, has been very clear about his intention to stay at Napoli.
“We don’t have any meetings scheduled [to discuss his future]. There’s no need to talk about it. We have a very close relation with Edinson.”
Cavani’s current contract with Napoli expires in the summer of 2016.