Lazio insist FYR Macedonia striker Goran Pandev "is not for sale" despite continued interest from Bayern Munich.
The player has claimed that contact has already been made between all parties, something his club are refusing to confirm.
"Lazio reiterate that the footballer Goran Pandev, who has a long-term contract, is not for sale and will continue to play for Lazio," said the Rome-based club.
Lazio have also threatened to end relations "with anybody who circulates unsettling stories which have no foundation"