The Naples-born forward has recently taken over as captain following the departure of Marek Hamsik to Dalian Yifang in China, but he has faced criticism from fans this season, leading to rumours of unrest.
Both City and Liverpool have been mooted as a possible next destination for Insigne over the last few months.
However, club president De Laurentiis is adamant that his star is going nowhere, and insisted that the 27-year-old was a priceless asset.
“Insigne isn’t on the market,” De Laurentiis told a news conference.
“I’m not aware of any interest in Lorenzo. He’s an extraordinary and attractive player, very few of whom are like him.