That’s what the Serie A giants’ chief Giuseppe Marotta has revealed as speculation mounts that Manchester United also want to sign the Brazilian.
Sandro has forged a reputation as one of the world’s top attack-minded full-backs during his stint under Massimiliano Allegri at Juventus.
And last summer Chelsea were desperate to get him on-board as competition for Marcos Alonso.
Express Sport revealed last month that Antonio Conte is planning to make a fresh bid for Sandro during the winter transfer window.
And Marotta has now handed the former Juventus gaffer an update that will no doubt please him.
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“Alex Sandro? Our way to act is clear,” he told Italian broadcaster Rai Sport.
“If a player ask to leaves, we don’t hold on to him.
“And for this reason, we know about the interest of several European clubs in Sandro, but in this moment there isn’t a deal.”
Ex-Chelsea boss Jose Mourinho has his eye on Sandro as well as he considers strengthening his United squad.
Manchester City and Paris Saint-Germain, meanwhile, are thought to be keen on the 26-year-old too.