The 27-year-old - nicknamed The Beast - made 24 league appearances on loan at Arsenal during the 2006/07 season, netting six times - before joining Roma on a permanent basis from Real Madrid last summer.
The Brazilian international scored nine league goals in 2008/09, helping the Giallorossi qualify for the UEFA Europa League.
However, Baptista is currently out of favour at the Stadio Olimpico, and was not involved as Roma lost their opening game of the Serie A season to Genoa at the weekend.
But despite reports linking the forward with moves to Manchester City and West Ham United, his representitive Herminio Menendez has insisted he is not interested in a return to the Premier League.
"Julio will not return to England. I can exclude this," he told asromanews.it:
"I rule out a permanent transfer for Julio."
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