The holding midfielder, who is in talks with West Ham, understands the Serie A club's decision to release him on a free transfer and insists that he will not retire just yet
The combative midfielder leaves San Siro on a free transfer this summer after an 18-year spell and although he is disappointed with the way Milan informed him of their decision, he understands the club's reasoning.
"It is not my place to say whether it was the right decision or not, but it can’t go down as a shocking decision seeing as I am 36-years-old," Ambrosini said at a press conference.
"I have waited a couple of days before speaking to allow the sense of disappointment to recede slightly.
"I would have preferred it if the decision had been communicated with more care, but I would like to thank everybody at the club for the past 18 years."
The midfielder, who has been linked with West Ham United and a move to MLS, then went on to stress that he has no intention of retiring just yet.
He added: "I still regard myself as a player, and the affection I have received recently is helping me understand that I am still a player, so my intention is to continue playing."
Ambrosini first joined Milan in 1995 and has since gone on to win two Champions League titles, Serie A four times and the Coppa Italia.