The Brazil international has recently been strongly linked with a move away from Lazio.
“Hernanes and his family are feeling very well in Rome and have no desire to leave Italy. He has a contract until 2015 and wants to honour it. He will stay at Lazio,” Lee told Corriere dello Sport.
“The interest of other clubs? Nobody has opened negotiations with me. Many called me and were interested but it was just to talk.
“I met with Lazio president [Claudio] Lotito in February. He told me that he does not want to sell Hernanes.”
Hernanes joined Lazio from Brazilian side Sao Paulo in the summer of 2010.