Gremio rejected a late offer from Brentford for Wanderson.
UOL says Brentford offered €12m for the 20 year-old defender plus €2m in bonuses.
However, Gremio categorically refused to release the player, whose contract with the club is valid until 2025.
Wanderson's deal carries a €50m buyout clause.
Spartak Moscow was the first European club to bid for Wanderson. However, the Russians were also rejected.