The 25-year-old has impressed for CSKA Moscow in the Champions League this season and was named Serbian Player of the Year last month.
Manchester City, Chelsea, Liverpool and Manchester United are all reportedly interested in the winger.
“Was I in Italy? No I was in England. Many English teams like Milos,” he told calciomercato.it.
“Roberto Mancini is thinking of him but currently Manchester City nor the other interested teams have elaborated an official offer.
“CSKA Moscow want to keep him until June. If he leaves in January, Italian clubs are virtually cut off because the player has no EU passport and he costs a lot.”