The top-flight newcomers had been linked with a move for the 27-year-old, but the Eredivisie side insist they have no intention of allowing him to move on.
Cardiff boss Malky Mackay is working to bolster his squad after securing promotion from the Championship, but may be forced to look elsewhere.
Feyenoord's technical director Martin van Geel says that they have not received any approach from the Welsh club, and would reject any bid.
Van Geel told Voetbal International: "Lex Immers is not for sale. He is crucial to our way of playing. The same counts for Graziano Pelle.
"We want to keep these players and otherwise any negotiations will be hard. That is the advantage of long-term contracts instead of short or loan deals."