The Spain international has long been linked with an exit from San Mames, with his contract ending next summer. However, Bielsa has instead insisted that speculation that he will leave is premature, preferring instead to focus on the club's upcoming league fixtures.
"Llorente leaving Athletic is raising long-term scenarios now. He'll play the next match with the same team that played the last one [against Ironi Kiryat Shmona]," Bielsa was quoted as saying by Marca.
"However, I may replace [Borja] Ekiza, [instead of Fernando] Amorebieta, if he has trouble [with injury]. The game [against Malaga] is an excellent test to claim points we should've won.
Meanwhile, the Argentine trainer also explained his decision to substitute Aritz Aduriz in the Europa League clash against the Israeli outfit that ended 1-1.
"Aduriz is a player that when he links with players behind him, he does it effectively. The other day, I found that the game forced him to linger [around], and decided to make changes."
Los Leones' clash against Malaga takes place later on Sunday. Kick-off at San Mames is at 19:50CET.