Mariano, 23, has struggled for game time at Real Madrid this season.
He was told to look for a new club last month, with 20 sides across Europe supposedly keen on his services.
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But the forward rejected offers from all three sides and instead chose to remain at the Bernabeu.
That is despite playing just 223 minutes for Real over nine games this season.
West Ham were keen to do deals on deadline day and missed out on the chance to sign Brentford’s Scott Hogan, who moved to Aston Villa.
Mariano had three offers to move to England last month
Mariano rejected 20 offers in order to remain at Real
Saints wrapped up the arrival of Napoli striker Manolo Gabbiadini in a £17million deal.
And Leicester spent deadline day refusing to let Leandro Ulloa leave the club.
He was also linked to Liverpool in the closing hours of the transfer window.
The report adds that Lazio, Fiorentina and Genoa were all interested parties from Italy, while French side Olympique Marseille and Eintracht Frankfurt in Germany contacted Real.
Three Spanish clubs – Villarreal, Malaga and Espanyol – were also snubbed.