Sevilla sports chief Joaquin Caparros spoke with Iborra, though it was soon clear Leicester weren't interested in doing business.
Iborra told Cadena Ser: "I always have a relationship with Sevilla. It is a club that I still have very close and there are always conversations.
"Apart from that, Leicester has not let me go, it considers me an important player.
"When they value you that way you also have to thank them."