The Italian has reportedly caught the attention of the Gunners, who are looking to bolster their goalkeeping options, but the Lazio man says that he is not aware of any interest
The 30-year-old has starred for the Biancocelesti since his arrival in 2011 and played a prominent role in their 2012-13 Coppa Italia success.
His form during last season has reportedly piqued the interest of Arsene Wenger, though QPR No.1 Julio Cesar looks set to choose the Gunners over Roma.
"I don't know anything," Marchetti told Sky Italia when asked about the north Londoners. "I am on holiday and I’m only thinking about relaxing. The club president knows what to do."
Marchetti, whose contract with Lazio runs until 2016, has made 85 appearances for the Stadio Olimpico outfit.
The goalkeeper has nine senior caps with Italy.