But Leon president Jesus Martinez Murguia has denied the reports, while making it clear the door is open for foreign clubs to come in.
"We were waiting for a team from outside to come in and buy one of our players, but there's been nothing concrete, so they'll return (to Leon)," Martinez told ESPN.
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The president went on to say that if Roma had come in, he would be abroad right now trying to seal the deal. He added that he had not received a single phone call about Vazquez.
Gallito's midfield partner Carlos Pena has been the subject of interest, said Martinez, but his lack of playing time at Brazil 2014 has affected his chances of making the move abroad.
Martinez added that the club would be willing to negotiate with European clubs for both players if firm offers are on the table.