The Ligue 1 club's captain was the subject of intense speculation throughout the recent transfer window, with Napoli thought to be his most likely destination.
However, according to reports, Lyon president Jean-Michel Aulas cancelled a €17 million (£14m) deal at the last minute after changing his mind about letting the 24-year-old leave.
Midfielder Gonalons confessed that he did feel some initial disappointment at not being allowed to join Rafael Benitez's side, but also reaffirmed his commitment to Lyon, where he came through the youth system.
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