The Bosnia-Herzegovina international has reportedly attracted the interest of Chelsea, along with Serie A champions Juventus and Bundesliga giants Bayern Munich.
However, the player's representative maintains there is no substance behind the rumours and expects Lulic to remain at Lazio.
The 26-year-old made the switch to Italy from Swiss side Young Boys in the summer of 2011 and he remains an important member of the Lazio squad under Vladimir Petkovic.
Agent Kevin Fioranelli told calciomercato.it: "Juventus, Bayern Monaco and Chelsea interested in Senad? I have not had contact with any club, I think there is nothing concrete.
"The player is fine at Lazio and the relationship with team-mates and with coach Petkovic is great."