Il Corriere Dello Sport says the Rossoneri wants to sign Agger as a replacement for Alessandro Nesta, who has been struggling with injuries.
The Danish central defender’s contract with Liverpool expires in 2010 and it seems unlikely that he will be offered a new deal by Rafael Benitez.
Reports suggest AC Milan are ready to include French midfielder Yoann Gourcuff as part of a bid for Agger.
Gourcuff is currently on loan at French side Bordeaux.
Agger has also been linked with a move to Spanish giants Real Madrid in recent weeks.