The striker was subject to racist chanting on Sunday, and says he will no longer stay on the field if it continues to happen.
The Serie A game on Sunday was halted after the chants began, but eventually continued and finished 0-0, with Milan holding onto third place in the league.
Balotelli has been the subject of abuse before, and though he stated that he would stay on the pitch previously, he now says he has changed his mind on the issue.
"I always said that if [racism] happened in the stadium I will just do like 'nobody says nothing and I don't care'," Balotelli told CNN. "But this time I think I've changed my mind a little bit. If it's going to happen one more time, then I'm going to leave the pitch because it's so stupid.
"I spoke with Prince. I was about to leave the pitch on Sunday, but they thought I wanted to leave because we had some difficulty with the game.
"I said 'no, it's better we play and I will talk', that's it. But if it wasn't for this reason then I was going to leave the pitch on Sunday."
Roma was fined 50,000 euros on Monday by the Italian Football Federation (FIGC), and the club warned its fans about future conduct.