Jones' agent Kevin Smith says in The Sun: "I know Rob has spoken with the chairman and expressed his desire to go back to England to play his football.
"I am aware Leeds have shown an interest in Rob. But Hibs have made it clear that he is not for sale and there is bad feeling and disappointment on our side."
The 27-year-old centre-back joined Hibs from Grimsby last summer and has become a first-team regular.
Smith added: "It was agreed under previous manager Tony Mowbray that, if Rob did well, we could come back to the table to review things.
"But the offer from Hibs was not acceptable and we are very disappointed by it. I have heard rumours that Hibs are looking for around £1m for Rob.
"But if they are looking for that kind of figure then they should aim to reflect that in his salary and they have not done that.
"Rob is contracted to Hibs for another three seasons, but he has personal issues and they will need to be addressed at some point.
"But, at the moment, he is captain of Hibs and he will continued to serve them with loyalty until that situation changes."