The 22-year-old has been strongly linked with a move to United in recent weeks.
Reports suggests Jose Mourinho could make Icardi one of his first signings if he takes over as manager at Old Trafford.
“I heard something, but I want to stay at Inter,” he told Corriere dello Sport when asked about United’s interest.
“My answer will always be the same: I want to stay here.
“If Manchester try again, it will not be the first club or the last that I refuse. I feel good in Milan and I will not leave.
“The club has a major project and is making big investments to get back to winning and I want to help out.”
