The Germany international has been in sublime form this campaign, scoring four goals and providing four more in 17 Bundesliga appearances, and he has reportedly caught the attention of big clubs from Spain and England.
Schalke have been adamant they have no intention of selling Sane, though, and his coach has now also advised the 20-year-old to stay put.
"The public comments made by CEO Clemens Tonnies, sporting director Horst Heldt and Leroy's management are all crystal clear," he told Sport Bild.
"That's why I am not thinking about a potential transfer for Leroy.
"A transfer to a bigger club would come too soon for Leroy at this stage of his development.
"He still has plenty to learn, must continue to mature and needs games in order to be ready for one of the biggest clubs in the world.
"On the other hand, it is a dream for many young players to play for a club like Barcelona or Real Madrid at some point."
Sane has a contract with Schalke until June 2019.