The Magpies approached the Merseyside club over a potential move for Gordon on the back of his breakthrough season at his boyhood team.
Gordon, who came through the club’s academy, made 35 appearances last term, scoring four and providing two assists.
His form has attracted interest from Newcastle and Tottenham Hotspur this summer - but the Toffees have made their stance clear.
On Monday, Gordon was handed the No.10 shirt at Goodison Park, switching from No.24.
And boss Lampard has now addressed the 21-year-old’s future - insisting he is not for sale.
Frank Lampard: Gordon is not for sale
“He’s worked for it,” Lampard told Everton’s official website. “You have to work for the number 10.
“I understand this kind of desire for numbers as players. I was fortunate, I fell into a number eight in my career.
“I didn’t go searching for it but I absolutely understand how important it can feel - especially with number 10 because it has a little bit of magic to it and Anthony has got that.
“He has it in his own style. I don’t want him to start doing pirouettes on the halfway line, we need him doing what he was doing last year - plus goals and assists, which he’s so hungry to do.
“He’s a link to the crown, the fans, a local boy, a great talent.
“He’s going nowhere. He’s our player and that’s a hugely important thing for me.
“He’s the sort of player we want to build going forward with. I’m delighted he’s got the number 10 now I want him to continue to earn it.”