On Monday, Reja said that Zarate must learn from Samuel Eto'o and 'work for the team, not for the fans'.
When asked if Lazio supporters should prepare for his exit, Zarate's agent and brother Sergio said: "No, absolutely not.
"Mauro still has four years left on his contract with Lazio and in this moment he is thinking exclusively about doing well next season.
"Now he has told me that he wants to stay calm and relax with the family. He wants to convince the Coach that his style of play can be useful to the team.
"I have not heard Reja's comments but if he really said this, then he is not very intelligent.
"Today when I met Mauro, he was the first to tell me that he doesn't understand Reja's attitude and his comments.
"If the Coach doesn't want him, all Reja has to do is speak to the club and if Mauro has to leave, we will go elsewhere. It's not good to speak badly of your player to the journalists. The Coach should use his head a little more."