Pellegrini is regarded highly across Europe.
"Several foreign clubs have already made important offers for Pellegrini," explained agent Jesus Martinez on FCInterNews.it.
"Inter also made enquiries to understand the current situation, although they never went so far as to make a direct offer.
"Other clubs tested the waters, but knowing that he has a contract with Malaga, the approaches were tepid.
"His intention is to stay at Malaga, although the economic uncertainty could see the club project change."