Aguero's representative, Hernan Reguera, insists no talks have been held with the Serie A club.
"Sergio has two agents and we have both been in Argentina, we have not met anyone," Reguera told AS.
"We have not been in Italy or anywhere, we are in Argentina working on his future. He is quiet, he has delegated this to us and is now focused on the Copa America.
"It is clear that Kun is eager to play Champions League football next season. However, it will not be a decisive factor in the decision on his future. We are currently considering his options and many factors play a role in his decision."