Kjaer has been linked with a summer move to the likes of Liverpool, Juventus, Inter, Roma, Real Madrid and AC Milan.
“There has not even been a request for him, the only talk has been in the newspapers,” snapped Zamparini on Radio Kiss Kiss.
“The other day I spoke to Simon and advised him to stay another year at Palermo so that he can build his Serie A career.
“I told him it is better to be a first team regular here than sit on the bench elsewhere. He is a great man as well as an excellent player and replied he is going nowhere.
“So therefore Kjaer will stay with Palermo, agent permitting.”