The Holland international has been linked with a move to Portuguese side Benfica recently.
Reports have suggested that Benfica sporting director Rui Costa’s good relationship with AC Milan could see Huntelaar move to Portugal.
“Milan do not want to sell Huntelaar, this is a player who has three more years of contract with us,” he told Diario de Noticias. “Huntelaar has quality and we do not want to let him leave.
“In football, anything is possible, but I find it very hard that Huntelaar is transferred to another club. Rui Costa is a friend, a friend of Milan, an ex-player of Milan and a lovable person. We have never spoken about Huntelaar.”