Oblak is a key member of the Atletico side that wants to win La Liga this season.
And he has a contract until 2021 with a release clause of €100 million.
The information comes out of AS, which references a story in the Slovenian paper Ekipa.
The paper reports that a source close to the player stated that Oblak did not want to go to Liverpool, while Paris Saint-Germain could not afford him due to FFP restrictions.
It is unclear if he will commit to a new Atletico deal in the summer or look to move on.