The Mirror says Roberts wants out because he has not been a first choice while South African Mokoena was furious to be subbed at half-time last week. Benni McCarthy and Robbie Savage also have itchy feet.
Hughes said: "I am not letting anyone go. Jason came in to see me and I told him that. He is just unhappy at not getting a lot of games.
"Aaron also had a transfer request and that was resolved in the same way. Both requests have gone to the board but I have had their backing in the past and expect it again."