The 20-year-old has been strongly linked with a move to the Biancocelesti for a while now, with Vladimir Petkovic's men trying to bring the playmaker to Italy in January.
But Globo Esporte have have insisted that 'a sale to Lazio has not yet been agreed'.
According to lazionews24, initial figures have been agreed between capital club and Santos, but not with the youngster's third-party investors.
Corriere dello Sport revealed on Thursday that an €8.2m (£6.9m) bid had been agreed for Anderson.
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