A new contract for the Argentine has seen his buyout clause lowered - and he has been linked with Real Madrid.
"El Kun does not move. (Real Madrid president) Florentino (Perez) never said anything to me about him. Sergio's clause is low because with or without it, players play where they want to.
"We negotiated on the basis that he would be here for a long time. Nothing more.
"Aguero will be with us a long time."