The Daily Mail says boss Roberto Mancini remains hopeful of prising Italy international De Rossi, with reports in Italy claiming the 29-year-old hard man is set to move to the Etihad Stadium for around £30million.
"I am convinced that De Rossi stays with us," said Zeman, speaking to Sky Sports.
"He is very important for us and the club has not asked me anything about him. I think he will remain.
"Has Mancini have ever called me? Several times, even when I was at Pescara last year. The last time I heard from him was three weeks ago."