The 26-year-old winger, who won the Premier League with the Foxes in 2015-16, first expressed a desire to leave in May and boss Craig Shakespeare has said a July bid from Roma was rejected.
Algeria international Mahrez – the PFA players’ player of the year in 2016 – is eager to speak to “great club” Roma, but until he is given permission to do so he will continue to fight for the Leicester cause.
“I know Roma came in, but nothing was accepted so there is little I can do,” he told Sky Sports News HQ. “They are a great club who I would like to talk to but I can’t until Leicester accept a deal.
“Leicester know my thoughts, but I will continue to give my best for the club as I always have.
“Clearly it is flattering whenever you get linked with any big clubs but, as it stands, I have not talked to anyone as nobody has had a bid accepted but we nearly have a month left of the transfer window so we will see what happens.”
France-born Mahrez scored 17 league goals as Leicester stole an unlikely march to the title 15 months ago but his levels dipped as the Foxes slipped to 12th in the table last season.