UOL says Brentford offered €12m for the 20 year-old defender plus €2m in bonuses.
However, Gremio categorically refused to release the player, whose contract with the club is valid until 2025.
Wanderson's deal carries a €50m buyout clause.
Spartak Moscow was the first European club to bid for Wanderson. However, the Russians were also rejected.
Need a VPN? Or seeking to switch? Then support Tribal Football by clicking here to sign up with our official partners NordVPN. Not only will you receive the best VPN experience, but also great discounts by signing up via Tribal Football. Thanks for your support!