Recent reports have suggested that Los Blancos may aim to sign Neymar this summer as they look to find a replacement for Cristiano Ronaldo who left them this summer to join Italian giants Juventus.
The Brazil captain has a relatively bad World Cup.
The five-time World Champions Brazil fell during the quarter-finals after they were beaten 2-1 by Belgium.
Neymar joined PSG last summer from Barcelona.
One of the major reasons why the big-spending French clubs bought him was to make themselves a team that can challenge for and win the Champions League.
While PSG have dominated French football over recent years, they have struggled to make an impact in Europe and have been strongly criticized for this.
“Neymar has decided to stay at Paris Saint-Germain,” Fernandez told Radio MARCA on Monday night.
“He wants to succeed, after not achieving much at the World Cup. I think he wants to win titles with PSG.”