The Manchester United captain has been linked with a move away from Old Trafford with Juventus the latest club reportedly interested.
Martina told Radio Sportiva: "He's a player that everyone wants.
"I talked to him about a hypothetical transfer and he replied, 'I am the captain of Manchester United, earning well, I've won almost everything... Why should I go to Italy right now, when Italian football is going through a turbulent period?'
"This response removes any doubt about where his future lies - he stays where he is."
Vidic joined United from Spartak Moscow in January 2006 and signed a fresh four-year contract last August.