Jimenez, 22, was furious that his proposed move to Lazio collapsed and insisted he will never play for his Serie C club, Ternana, again.
“I can't hide it. I am very disappointed,” said the Chile international. “I had a chance to play in Serie A and now that chance has gone.
“The contract was ready, we had an agreement but I don't know what happened afterwards.
“One thing is for sure though, I am not going back to Ternana and my agent is considering taking legal action against them for not letting me go.”
The player may now appeal to the civil justice system with a complaint against Ternana and ask FIFA to rescind his contract.
Jimenez played on loan at Fiorentina last season.
Juventus meanwhile managed to retain the services of midfielder Cameronesi and striker Trezeguet, who was last week linked with a move to Manchester United.
Juve's city rivals Torino were busy in the market, signing centre-midfielder Fiore from Fiorentina.
Midfielder Amauri joins Palermo from Chievo, replacing Gonzales, who moved to newly-crowned champions Inter.
Experienced Costa Rica defender Martinez signs from Brescia.