Bernard was told he was a valued member of the squad and was wanted by Carlo Ancelotti after Everton received deadline day interest from Roma.
The Blues fielded an enquiry from the Serie A side who are managed by the 28-year-old's former boss Paulo Fonseca.
Everton have made it clear to Bernard they were keen for him to stay.
But the Blues had been prepared to listen if he received an offer to go and be a first-team regular elsewhere.
However, the Italian window shut at 7pm and talks progressed no further on a deal that, reportedly, could have been worth around £7m.
The Brazilian, who is into the final two years of the four-year contract he signed in August 2018, trained at Finch Farm earlier in the day and will remain with the Blues.
Meanwhile, late tonight a deal was confirmed that sees Sandro Ramirez return to Spain to join SD Huesca.
And Mo Besic remains at Everton but will now look to the Championship to secure a move ahead of the October 16 deadline.
*How satisfied have you been with Everton's transfer window? Have your say in the comments section below.
