The 27-year-old has agreed personal terms and the Amsterdam outfit had suggested this week that a deal was done.
However, Middlesbrough's insistence over a fee for a player they signed for £6m from Tottenham is preventing the transfer going through.
There has been no financial agreement between both clubs until now, said Mido.
The deal could fall through.
I'm staying at Middlesbrough until further notice.
The Egyptian will not join up with the rest of the Middlesbrough squad in Germany, where Gordon Strachan's team are due to face Union Berlin in their second match of the tour tomorrow.
Strachan is desperate to move on Mido, whose reputed £50,000-a-week wages is harming his chances of doing further transfer business.
There have been huge question marks over the player's fitness since his return to preseason training at the beginning of this month and he was left behind when the majority of the playing staff headed to Ireland last week.
It was during that time Mido and his representatives had made progress on a deal with Ajax, although their determination to push through a deal without a fee has stalled negotiations.
He spent two years at the Amsterdam ArenA, 2001-03, and was hopeful of working again with his former boss at Spurs, Martin Jol.
I fully respect Ajax and its fans, I will never forget the two seasons I had there, said Mido. I wish to play for Ajax next season but the current circumstances might not allow me to do so. I will remain with Middlesbrough to help them gain promotion to the Premier League if I do not find a suitable offer.
Mido has already turned down the opportunity to discuss terms with Turkish club Kayerispor and has told teammates at Middlesbrough that he would be happy to stay.
Meanwhile, Strachan is eyeing a number of options to compete for a left-back role, having decided against following up interest in trialists Mirko Pieri (Livorno) and Jackson Mendy (Freiburg).
Middlesbrough are reminding supporters that supporters with season cards or Boro Pride Cards can watch an open training session at the Riverside Stadium on Tuesday, August 3.
It will be the first chance for fans to see the new signings on Teesside soil and supporters will be able to pick up a signed ball and collect players' autographs. Training starts at 2pm and is expected to finish around 4pm. Turnstiles open at 1pm.
Source: Northern Echo
Source: Northern Echo