The Montenegrin has been strongly linked with a move to Bolton Wanderers after impressing against the Trotters in last season's UEFA Cup.
He scored in a 1-1 draw at the Reebok Stadium and was rumoured to be a target for Bolton boss Gary Megson.
However, Stojadinovic has revealed that Sporting are not looking to sell the forward as he is a key part of the club's plans.
"The directors have told me that Vukcevic is a key man for coach Paulo Bento.
"We do not wish for more rumours and speculation. Now, the player just wants calm to concentrate on his work and to play as much as possible for the team."