The Belgium international has been linked in press reports with both Manchester United and Manchester City.
But Nainggolan, 26, stressed on Twitter that he has been training in Rome, effectively denying claims in newspaper Leggo he made a trip this week to the north of England.
He wrote: "To be training and be placed somewhere else is hard."
Nainggolan has scored three goals in 28 league appearances for Roma this season.
The 26 year-old joined Roma from Cagliari in January 2014 and is under contract until June 2018.
Nainggolan is expected to start for Roma in the weekend's Serie A match against Inter Milan at the San Siro.
Roma is third in Serie A and holds the last Champions League qualifying spot with seven games remaining.
