Reports emanating from Italy have suggested the 29-year-old centre-half has been lined up by Nerazzurri coach Walter Mazzarri as a potential replacement for Andrea Ranocchia, who has been linked with a move to Juventus.
However, the former Palmeiras centre-back says there is no truth to the rumours and stressed he is quite content with life with the Zebrette.
Danilo told TuttoUdinese: "No club has made an offer to buy me and my agent hasn't told me of any interest from Inter.
"At this point I will stay at Udinese and it will not be reluctantly - I feel good and had a good season last time. I hope to repeat that and continue to grow."
The Brazilian, whose contract expires in 2016, joined Udiense from Palmeiras in 2011.