Brazil international Damiao has been a long-term target for Tottenham Hotspur, but fellow Premier League side Southampton have recently shown an interest.
Damiao, who turns 24 later this month, has yet to be the subject of a firm bid, but there has been speculation Napoli want to sign the forward to replace Paris St Germain target Edinson Cavani.
However, Dunga told Zero Hora: "No manager wants to lose a player as good as Leandro Damiao. He is a striker who imposes himself, who knows how to score goals.
"I am not ready to lose him. You'll have to ask the president if he is ready."
Meanwhile, Internacional's director of football Luis Cesar Souto de Moura reiterated the club's stance that a reported fee of €20million (£17.2m) is too low for Damiao.
He said: "I think that offer is too low for Leandro Damiao. He is a goalscorer and a national team player.
"I have a big hope that he doesn't leave, but I can't guarantee that."
Reports in Brazil claim that a Premier League club will make an offer for Damiao this week and there is also emerging interest from Russia.