The Brazilian has admitted that he still holds the San Siro club in his heart and says he would definitely return to the Serie A giants should the opportunity arise
The Brazil international moved to the French capital in the summer for a €42 million [£34.1m] fee, but admits that he misses his former club, and would be open to going back to San Siro at some point.
"I miss Milan a lot, to tell the truth. No one can deny that I miss Milan, the club will surely always be in my heart because they gave me so much," he was quoted by Sky Sport 24.
"I would like to return, certainly. Milan are a great team, the most successful in the world. I played there for three years and I do not know the future, but, if there is the chance to return again, I would definitely go back."
Thiago Silva went on to reveal that he found the transition to Ligue 1 tough at the start, and claimed that Robinho and Alexandre Pato could well leave San Siro in the January transfer window.
"It is better now, but, to be honest at the start, it was a bit difficult for me. French football is strong and at times very challenging to play. It is not as easy as everyone thinks," he continued.
"Robinho and Pato to return to Brazil? The club are going through a difficult period, this year was always going to be different from the past.
"I am not sure if Robinho is unhappy. But, in my opinion he is not as happy as he was in the first year that he joined the club. He had an immense desire to win.
"As for Pato, I would advise him that a change of scenery may be required. It is difficult to say what is right for another person, but, again I do not think that he is happy there anymore. He may have to return to Brazil."
PSG were drawn with Valencia in the Round of 16 of the Champions League, but, the Brazilian went on to admit that he was hoping to draw Milan and Stephan El Shaarawy, who he rates very highly.
"I wanted to face Milan in the Champions League. While I enjoyed my time at Milan a lot, I wanted to play them just so I could return to the club that is still so important to me," he added.
"When I played my last game there, I did not know it was my last so I did not say goodbye to everyone that I wanted to.
"El Shaarawy has been impressive. He has great technical skills, he really is a quality player. He has to continue like he is now, focusing on football and staying humble.
"His movements in and around the area sometimes remind me of Pippo Inzaghi."