Sneijder is a target for Manchester United and is reported to be the subject of a concrete offer.
"There is no Sneijder problem," Gasperini told the media in Beijing. "He's playing for us, training with us and he'll play on Saturday."
Turning to the Final itself, Gasperini is keen to lift his first trophy as Inter boss following his summer arrival.
"I don't have a crystal ball, but we're here to try and win this so that Inter can take home the trophy they missed out on two years ago [in China against Lazio].
"And playing against Milan makes the event even more prestigious.
"The difference between coaching Genoa and Inter for me? The importance of the team - this is a step forward in my career."