The Algeria international stated in May he wanted a new challenge, but he remains a Leicester player.
Goal revealed earlier in July that Roma were plotting an initial bid of around €35 million (£30.7m) for Mahrez and Leicester boss Craig Shakespeare has since revealed an offer from the Serie A side has been turned down.
Gonalons, who joined Roma from Lyon this month, has backed his new club's reported pursuit of the 2015-16 Premier League winner.
"Mahrez is a great player and he could do great things if he came to Roma," Gonalons told Corriere dello Sport. "But what counts is [on] the pitch. It's pointless setting goals when you haven't played yet."
Club captain Wes Morgan is unclear of his plans but has praised the winger for staying committed during pre-season.
"Everyone knows about Riyad Mahrez. We've seen what a difference he can make. He's got the key to unlock defences," said Morgan, as quoted by the Leicester Mercury.
"I think you can see on the pitch that he's not slacking. He's putting in a shift for the boys. He's a Leicester player and that's all I can say."