The Bundesliga side denied an approach from the Italian side earlier this summer.
Dzeko told Die Welt: “I am 23 years old and I receive an offer from the club I have always dreamed about – it was only honest for me to say I wanted to go there.
“I stand by what I said. I was fascinated with this club from when I was a little boy.
“I don’t know why, but AC Milan was always the biggest team in the world for me. I always wanted to go there.
“You don’t always get what you want in life, at least not straight away.
“It was the club’s right to say no. That’s just the way things are.”
