Barcelona goalkeeper Neto has asked to leave the club in the January transfer window, Koeman has confirmed.
The 31-year-old joined Barcelona from Valencia in 2019 and has made just 14 appearances since, featuring nine times this season.
Reports emerged this week claiming the one-time Brazil international wants to depart Camp Nou and he has been linked with a move to Arsenal.
Barca have turned down the shot stopper’s request to leave, however, claiming he is too important to let go.
Koeman told reporters on Saturday: “It’s true that his representative has asked the club for an exit and we have said no because he is an important goalkeeper for us and we want to be very well covered at each position.”
The Blaugrana have been trying to sign Eric Garcia from Manchester City in recent transfer windows and were reportedly close to wrapping up the deal this month.
But the club are expected to wait until the summer transfer window, when he will be available on a free transfer.
Koeman has dismissed suggestions he is upset with the decision to wait, admitting they cannot afford to pay to sign him now.
“I’ve read I’m unhappy. I’m fine, I’m happy, I know perfectly well the limitations of the club,” he added. “If it’s not possible, it’s not possible. We continue with what we have.”