The former Sunderland star has been linked with Red Bull Salzburg.
"He is not leaving, no," Agim Cana said to Calciomercato.com. "If you can't reach an agreement with your club then, of course, any player would have a problem and other clubs would take note of the situation.
"I don't know where these links to Salzburg are coming from. I am the only person who makes decisions about Lorik and I can assure you that there is nothing!
"He is not just 100 per cent Laziale, but 3000 per cent!"