The 27-year-old Brazilian is currently one of the most highly-rated frontmen in Serie A.
Roma have been closely linked with the player and his agent Mariano Grimaldi insisted earlier this week that talks between the two clubs had taken place.
"I know directly the two sides are talking," Grimaldi said.
"I hope that a deal is done as it would be a proud day for me and my client if he joined Roma.
"Amauri can play first or second striker and he has a great relationship with Francesco Totti as they met during a spell at an injury clinic."
However, President Maurizio Zamparini gave the suggestion short shrift.
"The agent, as all agents, has only one problem; he talks too much. What he says is fantasy, Amauri is fundamental to Palermo's future."