The winger has been linked with Barcelona in recent weeks.
Asked about the Blaugrana's reported interest in Willian, Sarri said: "I didn't receive anything yesterday. I have no idea.
"You have to contact the club and ask about the market, because if you ask me about the market, you put me in trouble because I don't know how to answer. As you know, Willian for us is very important.
"I think he can do better, he can do better because of his potential but he is really very important to us, so I think it is impossible to lose him in January."