Baldini, who had said that the Italian club will "consider" offers for the 29-year-old in January, now claims that the midfielder will remain at the Stadio Olimpico.
"My words after Lazio-Roma were careless," he told Rai Sport. "We have no intention to sell an important player like Daniele. We demonstrated that in the summer.
"De Rossi is a Roma player and the club won't let him go. Is he happy now? That is the question at the moment, but I can say there is a strong bond in this squad."
De Rossi's current contract with Roma runs until June 2017.