Neville said: "It would be a massive blow to lose him.
"He's such an influential character, but it happened to Joleon Lescott and we didn't want him to move.
"You can say to Steven every minute of the day that we don't want him to leave, but at the end of the day it's his decision.
"The club wants him to stay, but there's not much else we can say. He's probably weighing up his options now and you just hope for our sake that he signs.
"I wouldn't want another player delving into it if I was in this situation - it's between the manager, Steven and the chairman.
"It is just up to Steven to make the right decision now."