A report towards the end of last month claimed that Chelsea had agreed a price of £28m for the Belgian international, who is believed to be one of incoming boss Antonio Conte's main targets at Stamford Bridge.
However, Sabatini has poured cold water on suggestions that the 28-year-old could leave Rome.
"Nainggolan to leave? I don't think so. He wants to stay," Sabatini told La Gazzetta dello Sport.
Eighteen-time Belgian international Nainggolan joined Roma from Cagliari in 2014.