The Zenit St Petersburg player is understood to have been on Wearside on Tuesday, and rumours later began to circulate that the deal had been shelved because of an issue picked up by medics.
However, the 30-year-old is adamant that it was his decision to pull the plug on a £5million transfer.
Lombaerts told www.sporza.be: "I've made the choice not to move to Sunderland
The story of the medical testing is not right."
Sunderland, as is their policy on transfers, have not commented on the situation, although sources close to the club have confirmed the breakdown in talks.
Meanwhile, the Black Cats are hopeful of concluding an £8million swoop for Dynamo Kiev's Holland international midfielder Jeremain Lens after he headed for Wearside on Wednesday.
Lens, who watched his club's 2-0 Ukrainian Super Cup defeat by Shakhtar Donetsk in Odessa on Tuesday evening, tweeted a photograph of himself about to board a plane on Wednesday morning.
Source : PA
Source: PA