Playing down the reported interest, the 22-year-old declared that he had every intention of remaining at the Stadio Friuli.
"I think I'll stay with Udinese, where I feel very good," Pinzi said.
"I think I have showed it also with my performance with the U-21 Italian team, who are close to the final phase of the European Championship.
"It will be enough not losing in June in Finland to be first in our group.
"But before this I'll try to reach Europe with Udinese."
Pinzi was coy when asked about the the Inter rumours adding: "About this you have to ask information from Inter."
Premiership side Chelsea are also reported to be monitoring the young Italian's situation.
