Sneijder was dismissed from training for Christmas early this week despite Inter having two more games to play before the winter break.
De Telegraaf reported actress and television personality Yolanthe Sneijder-Cabau told them: "We are about to emigrate. It should happen in early January and we are looking for a nice place for our family."
But she later wrote on Twitter: "So many questions about our situation...
"Sweet people, as far as I know we are not leaving Milano! Some 'media' will always make up stories."