The Catalan giants reportedly failed in their attempt to re-sign the Brazilian winger before the start of the 2019-2020 season after failing to meet Paris Saint-Germain's demands.
The Neymar rumours has once again resurfaced, with reports in Spain claiming Blaugrana are keen on bringing the Brazil captain back to the club.
The Brazilian left Barcelona for PSG in 2017 but his time in the French capital has been hampered with injuries and off-field issues.
While Neymar is reportedly keen on returning, Setien has a different opinion any big-money deal happening at the LaLiga champions.
"€222 million for him? No. I don't think there is anyone who can spend that much," Setien told Gazzetta dello Sport.
"And small clubs have water in their throats. Many of them lived to the limit and at the first serious jolt they went into crisis. Football lived at an uncontrolled pace."
Since joining the Paris in 2017, the Selecao star has registered 69 goals and 39 assists in 80 appearances in three years.