Media reports had recently claimed that Arsenal, Tottenham and Liverpool wanted to sign the Brazilian, but he has revealed that a transfer is not on the cards.
"I'm not looking for a new club", the 26-year-old told Lazio Style Radio. "I obviously heard about the rumours, but I have no idea where they came from. They're not real."
Hernanes, who is recovering from injury in Brazil before returing to Rome in two weeks' time, also said that he feels well despite having been out of action, before praising the club's fans.
"I have to thank the Lazio supporters, they've always supported me. You're the best," he concluded.
The playmaker joined the Rome side in 2010 after nine years with Sao Paulo.
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