Transfer specialist Fabrizio Romano has tweeted that the Giallorossi has no intention of parting with the 29-year-old, who arrived in the Italian capital on loan from Bayer Leverkusen last summer.
New boss Daniele De Rossi has also blocked any potential departure, claiming that the player remains very much part of his plans, as he looks to lead his former club back into next season's Champions League.
Azmoun has failed to start any Serie A games this season and has scored only once since his arrival in Italy. Despite this, De Rossi remains confident he could still have a vital part to play in the second half of the campaign.