Manchester City in particular have shown a strong interest in Vucinic, but the 26-year-old is unfazed.
Speaking from the team's training camp in Riscone di Brunico, he said: "They are only rumours. I am fine here.
"A strong Roma is being born, one that's better than last year thanks to the arrival of two great players like Adriano and Simplicio, people who are in a position to give us a lot of quality. It's always a pleasure to play with Brazilians."