A reported row between Reja and director of sport Igli Tare was thought to be the final straw for the 66-year-old, who was keen to leave his role ahead of the Europa League encounter with Atletico Madrid on Thursday evening.
However, the Italian capital club have now revealed they received, and subsequently rejected, the much travelled manager’s request to resign from the Serie A club.
"Reja presented his resignation today [Wednesday] at 14:00, but the club rejected it, so nothing has changed," said director of communication Stefano Di Martino.
"When we return to Rome, everyone will make their evaluations. We give this announcement to clarify matters for the fans.
"Reja sent a written copy of his resignation, but Lazio turned it down. The coach is here now and we'll see what happens on Friday."
The former Palermo and Alessandria midfielder is expected to take charge of Lazio in Spain before returning to Italy with the squad on Friday.
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