Baldini caused a stir earlier this month when he seemingly opened the door for De Rossi's departure by saying Roma would always to listen to offers for the midfielder.
However, Baldini has ruled out any sale of the Italy international after conceding he may have been 'careless' with his original comments.
He told Rai Sport: "Maybe I was a bit careless and that has led to this situation, but Roma does not want to sell De Rossi.
"I answered a question about what I would do if offers came in. But once and for all, we are not interested in selling."
Manchester City have been long-term admirers of De Rossi and tried to sign the 29-year-old in the summer, only for him to commit his future to Roma.
More recently, big-spending Paris St Germain have been linked with a January move for De Rossi after Carlo Ancelotti praised the player.