Reports had suggested that he could leave for the Italian side with the Spanish side open to such a move.
“No, I never spoke to anyone from Roma, nor have they contacted me to start negotiations,” Karim Djaziri told Radio Manà Manà.
“It is pure fantasy. Roma are a great club, but how would it be possible for Karim to leave a club like Real Madrid?
“These are just transfer rumours. Karim is happy to play for the Blancos and will remain in Spain.”
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Liverpool have unveiled their new home kit for next season, sticking with the hugely popular retro styling of the current shirt.
The reputation of the Premier League means it is the most popular and one of the most watched leagues in the world.