Samba told Rovers on Monday he wanted to leave before the end of the current transfer window.
However, the club - who have already turned down two bids for the Congolese centre-back last week - have stressed they have no plans to sell the 27-year-old.
"Blackburn Rovers reiterate that team captain Chris Samba is not for sale," said a statement.
"The player signed a new contract with the club less than a year ago which runs to June 2015."
Samba has been linked with numerous clubs in the past and in the last month it has been suggested the likes of Paris Saint-Germain, Tottenham and QPR - reported to be the side who had bids rejected last week - are keen on signing him.
The defender claims he could have left Ewood Park in the past, but now feels the time is right to move on and does not think that decision should be held against him.
"In my five years at Blackburn Rovers Football Club I have always given 100% in every game I have played," he said in a statement on Monday, in which he announced his decision to hand in a transfer request.
"I have had several opportunities to leave but I have always stayed.
"I have decided now is the right time for me to pursue a new challenge and I have asked the club to respect my decision and allow me to leave.
"I thank the fans for their support and I hope they feel I have served them and their club well."
Samba withdrew from the squad for Saturday's win at home to Fulham citing illness but after the match Steve Kean said he hoped the player would be available for next weekend's trip to Everton.
That seems unlikely and with the club having just hauled themselves out of the relegation zone the Rovers boss has enough issues to deal with without having to tackle the prospect of dressing room unrest.
