Pastore, who is set to leave Palermo this summer, revealed earlier this week that he would prefer to remain in Italy.
The Argentina international is one of the hottest properties in this summer's transfer market and is a reported target of Chelsea and Manchester City.
Zamparini told Gazzetta dello Sport: "I can assure everyone that I have not been contacted by AC Milan or Inter Milan despite what has been reported.
"The only president of an Italian club that asked me for Pastore was (Napoli president Aurelio) De Laurentiis.
"We had a chat. But Italian clubs cannot afford the price we are requesting for Pastore.
"I have tried to keep him at Palermo but he and his agent want to find another club in order for the player to make a leap in quality."
The highly-rated playmaker, who is currently competing at the Copa America, is valued at 50million euros and is under contract with Palermo until June 2015.
The South American star joined Palermo in 2009 from Huracan for 19million euros and was the team's leading scorer in Serie A last season with 11 goals.
Source: Team Talk
Source: Team Talk