The Italian left-back enjoyed another solid campaign for the Sicilian outfit and has also been linked with a move to AC Milan this northern summer.
"The only club that has asked me for Balzaretti is Napoli," Zamparini told Italian radio station Radio Radio.
Palermo is expected to offer Balzaretti a contract extension with the player's current deal ending next summer.
The 30-year-old is currently on international duty with
Juventus has completed the signing of Federico Peluso from Serie A rival Atalanta for 4.8 million euros ($6.78 million).