As reported by ESPN, the La Liga outfit attempted to bring the former-Valencia fan favourite back to the Mestalla and made contact with the Chelsea star over a potential move.
The report claims Valencia president Amadeo Salvo held talks with Juan Mata senior, the player's father and agent, on Monday about a return to Spain but was told Mata was not interested.
No contact was made with Chelsea because Mata was committed to staying at Stamford Bridge, according to the report.
The Chelsea playmaker was linked with several clubs as the deadline approached, with Paris St Germain reportedly closest to signing the Spain international.
Arsenal were also thought to be interested, as Jose Mourinho has so far relegated Mata to a bench role in three of the four opening games of the season.
Mata joined Chelsea from Valencia in 2011, having spent four years at the club after signing from the Real Madrid youth academy.
He was named the Chelsea player of the year for the past two seasons.