"They say no."
Translation:Ellos dicen no.
I think 'ellos dicen que no' and 'ellos dicen no' mean the same thing, and it doesn't really matter which one you use. When you translate them word for word to English, they really do mean the same thing; you could imagine someone saying either 'they say no' or 'they say that no', although technically 'they say that no' is clumsy English.
But they both convey the same message.
acalleyne, Well, this took me some time... In Word Reference, under negar, they give a synonym of negar as "decir que no": http://www.wordreference.com/es/en/translation.asp?spen=negar. Under decir, http://www.wordreference.com/es/en/translation.asp?spen=decir, there are two examples of decir no, both of which I think imply that the person has actually said "no". Then there is one example of "decir que no" and they also say that "decir que sí" is a verbal phase where the words all go together. Also, that is just the way I learned it, so my ear is accustomed to decir que no, decir que sí :-)