The Bundesliga outfit are claiming that the Rossoneri have been trying to negotiate personal terms with the Greek international's representatives without their permission
Goal.com exclusively revealed on Friday that the Rossoneri have identified the Greece international as the ideal replacement for Thiago Silva, who joined Paris Saint-Germain over the weekend.
Heldt subsequently stated that he was aware of Milan's interest in the centre-back, but he has now accused the Italians of speaking to the player's advisors without the Bundesliga outfit's consent.
"We will see Milan next week for the friendly match at the Veltins Arena so then I will tell the representatives of the club that it would be nice if they would warn us next time before they come to hold talks with the player," he stated.
"I can confirm that AC Milan held discussions with Papadopoulos' advisors. Interest is there on the part of Milan - but there is no interest on the part of the player. Papa wants to stay here."
The 20-year-old, who represented his country at Euro 2012, arrived in Gelsenkirchen from Olympiacos in 2010.