Goran Pandev was one of Lazio's leading performers last season, although he was overshadowed by Argentine sensation Mauro Zarate.
The Macedonian is one of several players who have since asked for a transfer, but none have yet attracted any firm interest.
"[Cristian] Ledesma and [Goran] Pandev have asked to leave, but I have not put them up for sale," Lazio president Claudio Lotito explained in an interview with Teleradiostereo.
"If a team comes along with an offer that is thought to be acceptable, Lazio will allow negotiations to proceed.
"I have not received an official offer for Pandev, neither from Zenit nor from Napoli," the president countered, before reassuring the Biancocelesti fans.
"If one of [Lorenzo] De Silvestri, Ledesma or Pandev leaves, they will be replaced with a better player in that position."
Lazio have already splashed out this summer on securing Mauro Zarate on a permanent deal as well as signing 25-year-old winger Eliseu from Malaga.
Head coach Davide Ballardini, however, is concerned about the size of the first team squad and is hoping to remove some fringe players from the group.
Anthony Wright, Goal.com