The 26-year-old Brazil forward has remained out of City manager Roberto Mancini's side in the opening games of the Premier League season since returning from his six-month loan spell at Santos.
"With all due respect to Turkish football, I'm not going to play there at the moment," Robinho said.
"(Fenerbahce) were the only team who sent an official (transfer) proposal but it's already decided that I'm not going," he told the Brazilian sports website globoesporte.com.
"I've got talks going on but I can't reveal anything yet. A week is time to do a lot of things. The only thing I'll say is that I'll carry on in Europe, in Italy or Spain."
City paid Real Madrid a British record 32.5 million pounds for Robinho in 2008 but the Brazilian struggled to settle in England.
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