Nicolas Lombaerts has rejected reports that he failed a medical with Sunderland by claiming that he turned the club down instead.
A fee of £5m was understood to have been agreed between Sunderland and Zenit for the 30-year-old's services.
However, Lombaerts has now insisted that the transfer was called off because he did not want to join the Premier League club.
"I took the decision myself," he told Sporza. "I didn't want to join Sunderland. The story about a failed medical is untrue. I want to stay in Russia. It's a thoughtful decision. With Zenit, we fight for trophies every season."
Lombaerts, who has won 35 international caps, joined Zenit from Gent in 2007.