Nainggolan has been heavily linked with a summer transfer to Chelsea, with incoming boss Antonio Conte reportedly having identified him as a primary target.
Pjanic, on the other hand, is reportedly the subject of interest from Serie A champions Juve and the 26-year-old is understood to have a buyout clause of €38million in his contract.
Nainggolan, however, says he has made it clear to Roma officials that he has no desire to leave and hopes Pjanic remains a team-mate of his at the Stadio Olimpico.
"I want to stay, the club know my thoughts perfectly well," he said, as quoted by Il Tempo.
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"If it [Pjanic joining Juve] happens, I won't talk to him any more! Having said that, maybe in the end Pjanic will stay and I will go.
"No, that's just a joke. I want to stay at Roma."
Roma president James Pallotta underlined the club's determination to keep hold of the star duo last week.
"I have already said that we will not sell Pjanic and Nainggolan," Pallotta told La Gazzetta dello Sport.
"I want to see them continue in the jersey of Roma."