Biancocelesti chief Igli Tare said his club spoke with the Juventus striker, who hinted at a move during the offseason.
Biancocelesti coach Edy Reja suggested Saturday the club had been turned down by 10 players late in the window as it searched unsuccessfully for strikers.
"We were not turned down by 10 players," the Lazio chief told Sky Sport. "Reja just plucked a number out of thin air. Quagliarella, we talked with, but he said he would not be availabile until the summer.
"On deadline day we tried to speak with [Sebastian] Giovinco to see if there were possibility he would join, but his agents told us that he did not want to move. It is very difficult for a player to move midseason."
Lazio defeated Chievo 2-0 on Sunday, leapfrogging AC Milan as it moved into ninth place in Serie A.