The Portugal international has been the subject of transfer speculation for much of the summer, with Manchester United one of the clubs reportedly interested in signing him.
Neves was included in the starting line up last weekend as Wolves began their Premier League campaign with a 1-0 defeat at Leicester.
Asked if he expects Neves to remain at the club, Lage said: "All the top players we have are linked with all the clubs in the world.
"If you go to Portugal, the top players at Benfica are all linked with moves to Wolves.
"Ruben is happy here and we are happy with him. We are not thinking to let anyone leave, but every player has a price.
"You never know, if Messi changes to PSG then anyone can go."
Asked if there had been any bids for Neves, Lage replied: "Real proposals? Not yet."
Lage said he expects Wolves to be 'very busy' in what remains of the transfer window – as he looks to sign more players, rather than see players leave.
"We are working 24 hours every day. We have 11 or 12 days to bring the players we want to be more competitive," he added.
"The most important thing is our chairman knows what we need – the profile, the positions – and we are working hard to bring the players we want for the squad. Top players, to be more competitive."