Chelsea have previously been linked with a January move for the Colombia international, while recent reports suggest Southampton could also be in the reckoning.
Mazzarri is eager to keep the attacking midfielder at the San Siro, although he could be hampered by the contractual situation regarding a number of his squad.
The Inter boss admitted that eight of his side will see their current deals expire in the summer, which could persuade the Serie A side to cash in now, rather than risk losing them for nothing if fresh terms cannot be agreed.
Mazzarri is quoted as telling RAI Sport: "Clearly I'd like him to stay, but if his sale is being considered then that explains the club's situation.
"This year there are eight players coming towards the end of their contracts."