The Bosnian, who joined the Giallorossi from Lyon last summer, has fallen out of favour at the Stadio Olimpico this season, making just four appearances following the arrival of Zdenek Zeman.
According to the Corriere dello Sport, the Nerazzurri had begun to monitor his situation and were ready to make a move in January.
However, Pjanic has now moved to clarify his situation, revealing that he is "satisfied" at Roma, while also insisting that there are "no problems" with the new boss.
"I have no intention of changing clubs," Football Italia quotes the 22-year-old as saying. "I'm very satisfied with Roma and how things are going.
"Things could be better, but there is still plenty of time for me to get to know the coach better.
"I have an excellent relationship with boss Zdenek Zeman and there are no problems between us at all."
Pjanic scored three goals in 31 appearances last season.