The presence of an unseen `Planet 9 on the outskirts of the Solar system has been invoked to explain the unexpected clustering of the orbits of several Edgeworth--Kuiper Belt Objects. We use $N$-body simulations to investigate the probability that Planet 9 was a free-floating planet (FFLOP) that was captured by the Sun in its birth star-formation environment. We find that only 1 - 6 per cent of FFLOPs are ensnared by stars, even with the most optimal initial conditions for capture in star-forming regions (one FFLOP per star, and highly correlated stellar velocities to facilitate capture). Depending on the initial conditions of the star-forming regions, only 5 - 10 of 10000 planets are captured onto orbits that lie within the constraints for Planet 9. When we apply an additional environmental constraint for Solar system formation - namely the injection of short-lived radioisotopes into the Suns protoplanetary disc from supernovae - we find that the probability for the capture of Planet 9 to be almost zero.