However, sporting director Igli Tare said Milinkovic-Savic will not be available at a reduced rate due to the coronavirus pandemic.
The Serbia international has been heavily linked with Manchester United and Paris Saint-Germain, as well as Serie A rivals Inter and Juventus.
Lazio has previously stated Milinkovic-Savic would command a fee of at least €100million and Tare does not expect the financial implications of the COVID-19 crisis to result in the bottom falling out of the market for "first-rate players", a bracket he considers the 25-year-old to be in.
"We certainly don't need to sell right now," Tare told Sky Sport Italia.
"I think a lot will change on the transfer market, because the pandemic is a once-in-a-lifetime occurrence that transformed everything, so we have to be creative, but above all very clear on our planning for the present and future.
"I think that prices won't drop for first-rate players. Obviously for the medium and low-end players, there will be a downward trend.
"On Milinkovic-Savic, the boy's relationship with the city and Lazio will never die because there is a very strong bond that has grown over years.
"On the other hand, considering the situation, his wishes, everything we've talked about, every situation will be evaluated at the right time without any pressure, but above all for the good of both parties.
"If there is a possibility that satisfies the club and the player, it will be taken into consideration. If there is not, he is happy and we are very happy for him to stay."
Tare dismissed reports Lazio is interested in Sport Recife defender Adryelson and would not be drawn on links to Watford forward Luis Suarez.
However, he did confirm the arrival of midfielder Gonzalo Escalante from Eibar would soon be finalised.
"We will shortly be announcing a new signing, Escalante from Eibar," said Tare.
"He is a player who has the right experience but above all the right characteristics to play for Lazio."
Serie A is set to resume from June 20, with Lazio one point adrift of leaders Juventus with 12 games remaining.