The Argentine playmaker is attracting interest from across Europe this summer.
"There is a lot of interest in Banega," Valencia sporting director Braulio Vazquez told Radio CRC.
"Two Italian clubs have asked us for information on him, but Napoli have not been in touch. An English side have contacted us too.
"However, Valencia don't want to sell him because he is one of the most important midfielders in the world."