The Argentina striker is a target for Barcelona and has also been linked with Arsenal and Chelsea.
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But Alemany said on Saturday: "As happened with Antoine Griezmann, Julian has a contract with us and will stay with us. Julian has made it clear that he is very happy at Atletico and everything he says is interpreted differently.
"He still has four years left on his contract, we hope he stays for many more and maybe even has his contract extended. I don't see any news about Julian.
"There is no case, it is another thing to look for problems where they do not exist. I agree with what the coach said yesterday. The news is that he is delivering an extraordinary performance."