Astori, who has four caps for Italy, had previously been linked with Southampton, Tottenham and Rubin Kazan.
But, according to reports from Italy over the weekend, the player's former club, AC Milan, were set to make a move.
Speaking to L'Unione Sarda, Marroccu was adamant though that the player would not be leaving.
Marroccu said: "Davide Astori is a point of reference for the future. He is a player that we would not consider selling. Cagliari will start again from him. He represents us on the world stage and he is a certainty for us.
"And we have not forgotten when he rejected a move to Spartak Moscow last year in order to remain here. That gesture made us proud."
Astori made over 30 appearances for Cagliari last season and is currently with the Italian national side in Brazil taking part in the Confederations Cup.