Some reports suggest the Manchester United attacking midfielder is set to imminently join the Black Cats on a season-long loan after receiving limited chances under Louis van Gaal.
However the United boss suggests 20-year-old Belgian Januzaj is not going anywhere this summer.
"He is still not for sale," said the Dutchman who left Januzaj out of his squad for the season opener against Tottenham on the weekend.
"I have 28 players and I have to select every week, every three days.
"Last week I choose our players. He (Januzaj) is doing his best."