Madrid head coach Zinedine Zidane said at a news conference on Friday he believes Neymar could be "compatible" with Cristiano Ronaldo, while reports in Spain earlier this week suggested the forward had struggled to settle in France and had told some team-mates he would be leaving.
Zidane said: "Good players are always compatible.
"I don't know if we are negotiating for Neymar. What's worrying us is what is going on at the moment.
"I haven't asked Neymar personally because I don't get involved in these things. We have to finish this season, the rest will come after."
But on Saturday, the Brazil talisman - who is on the road to recovery after surgery on a broken metatarsal suffered in February - posted on Twitter and dropped a huge hint that he would be staying put in Paris.
"Proud to wear the new jersey and to continue giving you joy," read Neymar's caption, alongside an image of him in PSG colours.
Neymar had netted 28 times in 30 appearances for PSG prior to picking up an unfortunate injury which prevented him from playing any further part in a successful Ligue 1 title bid.