An agent claiming to be acting on behalf of Dzeko, said on Wednesday that the striker was set to join the Rossoneri.
AC Milan are looking to strengthen their attack following Zlatan Ibrahimovic’s move to Paris St Germain.
“The club have no knowledge of the so-called spokesman Mr Susic, nor has it given a mandate to any third party to discuss the transfer of Edin Dzeko, who remains a Manchester City player,” said a spokesman for City.