Lazio president Claudio Lotito says Goran Pandev would be mad to leave the club.
"I have read that Pandev wants to leave and that his desire is not related to money," Lotito told the Corriere dello Sport.
"The club have no intention of selling him. If I were to give him honest advice I would say that players who have left Lazio in the past have done badly from a football point of view.
"As a club we never put him on the market, but it does seem like he wants to leave, so we will see what happens."