Liverpool tried to sign Llorente as a replacement for Fernando Torres, who moved to Chelsea in the transfer window.
Llorente has been strongly linked with a move to Manchester United recently.
“Representatives from Liverpool arrived in Bilbao and had talks with the leadership of our club, but obviously I did not want to be put on the transfer list. So to talk about this any longer makes no sense,” Llorente told Marca.
“I understand the fans of Athletic who don’t like talk of clubs that are interested in me, but it shows that I’m doing my job well. At the moment my football future is associated with Atheltic.”