The 32-year-old Argentine striker has recently been strongly linked with a move away from Inter Milan after failing to make the expected impact at the club this season.
“I have no problems with anyone at Inter and I have never thought about leaving the club in January,” Milito told Inter Channel.
“All this talk of leaving is not true. I can assure everyone that I am happy at Inter and I will give my contribution to the team.”
Inter Milan face rivals Juventus on Saturday night at the San Siro.
“We want to win as this will be the most important thing for us,” said Milito.
“We will have to play very well and we all know what this game means. We need the points and we know we have to beat Juventus.”