The England international scored his 15th top-flight goal of the season in the 2-1 victory over Chelsea, with his Algerian team-mate adding their second in impressive fashion to take his tally to 11.
Such impressive displays are likely to increase interest in the services of the pair when the transfer window opens next month, but the Italian is adamant neither will be leaving the club.
"No one can buy Vardy or Mahrez in January. They don't have the money and they don't have a price," he said.
"Why should I name a price? If I say this high, somebody might add one, so no, I will not do that. But nobody can buy them.
"I think the performance of Mahrez and Vardy was fantastic, but they are only the pinnacle of the iceberg because behind them there is a big spirit who work and help each other.
"We know Vardy and Mahrez are our credit cards, but to do this, it is important that the other players play well too."