Chief executive Giovanni Carnevali revealed Sassuolo turned down the opportunity to sign out-of-favour Liverpool forward Mario Balotelli.
Balotelli has been deemed surplus to requirements by Jurgen Klopp at Anfield, now training with the Premier League club's under-23 side following an unsuccessful loan spell at AC Milan last season.
The 26-year-old is struggling to find a new home after Besiktas coach Senol Gunes distanced himself from the Italian and Serie A side Sassuolo have added themselves to the list.
"Mino Raiola offered us Balotelli, but we refused," Carnevali told RaiSport's Zona11pm show.
In 20 league appearances for Milan in 2015-16, Balotelli scored just one goal.