Inter Milan made contact with Manuel Pellegrini in the summer to see if he would take over at San Siro, according to the agent of the Malaga coach.
Jesus Martinez says that the Italian giants were one of "several foreign clubs" interested in the Chilean, who he insists is happy at La Rosaleda.
"Several foreign clubs have already made important offers for Pellegrini," he told FCInterNews.it. "Inter also made enquiries to understand the current situation, although they never went so far as to make a direct offer.
"Other clubs tested the waters, but knowing that he has a contract with Malaga, the approaches were tepid.
"His intention is to stay at Malaga, although the economic uncertainty could see the club project change."
Pellegrini led Malaga to a fourth-place finish in La Liga last season and has already guided them to the Champions League last 16 this campaign.