Candreva, 26, starred for Lazio last term, making 49 appearances and scoring seven goals.
He helped the club achieve a seventh-place finish in the Serie A, while Lazio also won the Coppa Italia final against arch-rivals Roma.
Napoli are thought to be leading the chase for the Italy international, who made three appearances at the FIFA Confederations Cup, but Lotito has confirmed the player will be staying at Lazio.
And he also said that the club were not likely to sell any of their players as they aim to qualify for the UEFA Champions League and return to Europe's premier club competition for the first time since 2007.
Asked about Candreva, Lotito told a press conference: "He's not for sale.
"Napoli? They have never called me, but if they do, I'd say he's not for sale.
"Lazio are the only club who have bought players without selling.
"We wanted to strengthen the team again. I can also say that we have achieved all the market targets we had."
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