Current Roma boss Luciano Spalletti is out of contract at the end of this season and the reportedly imminent arrival of Monchi as director of football at Stadio Olimpico has led to suggestions that he will look to bring Emery in to work under him.
Monchi and Emery worked together at Sevilla during a successful period in which the club won three successive Europa League titles but Emery underlined his intention to see out his contract at PSG, which runs to the end of the 2017-18 season.
"I'm not in the market," Emery told reporters. "I have a contract with PSG for next year.
"Moreover, the president [Nasser Al-Khelaifi] gave me all his confidence, in difficult times and in good times, and I must repay that confidence.
"For all these reasons, I tell you that this is not true. I did not sign with another team. My head is turned 100 per cent towards PSG."