The Serie A leaders are known to be after a striker in the New Year after losing Pippo Inzaghi for the rest of the season with injury.
Amongst the many names linked has been Borriello given that he is officially only on loan with the Olimpico outfit.
However, Tiberio Cavalleri has today insisted that the Italian international will remain in the Italian capital.
“Marco is really happy in Rome at Roma and he won’t be leaving,” he said.
“If he were to leave then he could only join Milan in January as you can’t play for three different teams in one season.