The Serbian, who has been linked with a move to the Rossoneri, insists he is not leaving the Russian captial.
“I’m not close to Milan, they are just rumours,” the 24-year-old told Russian newspaper Novosti.
“It’s normal that the top teams send scouts around the world. Milan were interested, but I have not signed anything. There were no offers.”
He added: “I have been here for five years and I would like to try something new. Should an offer from a big club arrive, CSKA will let me leave.”