The Argentine's brother has acknowledged that there is a strong bond between his sibling and Sarri, but insists that the 30-year-old is happy with life in Turin.
Nicolas told Sky Sport Italia: "At the moment we haven't spoken to any other clubs, as we have a three-year contract with Juventus. He is very happy in the city, at the club, with the coach and the tactical system.
"All these things people talked about other clubs are just rumours, we haven't spoken to anybody. At the moment, he has three years on his contract with Juventus.
"Everyone knows his rapport with Sarri is wonderful and he sees him as a football father, but as far as I know, Sarri hasn't even signed for Chelsea yet. Secondly, Gonzalo is happy in Turin and hasn't received any indication from Juve, so I see no real chance of leaving."
Higuain worked with Sarri at Napoli before making the switch to Juventus in 2016.