The Italian hitman has often been linked with a return to his homeland since making the breakthrough at Manchester United towards the end of the 2008/09 campaign.
With limited opportunities available to him at Old Trafford, reports have claimed that he may look to move on once the transfer window re-opens.
The likes of Bologna and Palermo have been linked with approaches in the past, but Macheda's profile continues to rise and the quality of his admirers is on the up.
Serie A giants Lazio are the latest name to be mentioned as a possible destination for the 19-year-old striker.
Macheda, though, insists he is happy at Old Trafford and has no intention of securing a switch any time soon.
Having already made a handful of first-team appearances for United this term, he believes he is an important part of Sir Alex Ferguson's plans and remains determined to make his mark in the Premier League.
"Will I be joining Lazio in the January transfer market? No, I don't think so," Macheda told Ansa.
"Ferguson has said that I am not for sale.
"What can I say, I am very pleased to hear that, especially as these words have come from a coach with the charisma and history of Ferguson."