The 24-year-old, who joined Roma from Lyon in 2011, is widely regarded as one of the best midfield talents in European football.
Barcelona, Manchester United and Real Madrid are all said to be admirers, but the Bosnian has said that he feels "so good" with the Serie A runners-up.
"Football has changed and at times the clubs need money, it's not always the player who wants to leave," he told ultimouomo.com.
"I had the opportunity to leave, but I feel so good here that I ask myself why should I leave Roma? Why should I leave when I love this team, I love this city and I want to win here?"
Despite being just 24, Pjanic already has 55 international caps.