The 27-year-old will have had an emotional day after it was reported that he had passed a medical at Rennes ahead of a £9m transfer.
It was also understood that the Hammers were undecided on whether to release Sakho this summer, and Crystal Palace had reportedly submitted a bid of £10m for the Senegalese international on Wednesday afternoon.
However, Gold took to social media to end any talk of a departure for the player they signed from Metz in 2014.
He tweeted: "Diafra Sakho is not for sale in this transfer window he is an integral part of our first team squad and will play a part in our recovery."
Diafra Sakho is not for sale in this transfer window he is an integral part of our first team squad and will play a part in our recovery. dg pic.twitter.com/wtBNB8H2D5
— David Gold (@davidgold) August 30, 2017
In his first season at the Hammers, Sakho scored 12 goals in all competitions but persistent back and hamstring injuries have halted his progress and restricted him to just 54 appearances in the last three years.