The 17-year-old marksman has impressed for the Swedish club this season.
“I am really honoured to see my name linked with a great club like Milan,” Soder told Tuttosport.
“I’m obviously flattered that the Rossoneri think I am worthy of their attention but I’m just focused on playing well for Goteborg.”
Dutch side AZ Alkmaar are ready to make an offer for the youngster in the January transfer window.