Off contract in June, it's been suggested the striker could return home to Argentina in January, where Boca Juniors are keen.
However, La Repubblica says Dybala is surprised by the speculation and has privately assured Roma management he wants to stay.
Dybala is eager to open talks about a new deal, but sports chief Ricky Massara is currently keeping his powder dry.
Massara is actively seeking to drop the average age of Roma's squad, though are plans to secure Dybala to a new deal.
However, the 32 year-old must accept a hefty cut on his current €8.5m salary.
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