The Fiorentina boss was left exasperated after his side missed out on third spot and a Champions League place next year following the Rossoneri's late comeback on Sunday
While the Viola comfortably dispatched Pescara 5-1 on Sunday, the Rossoneri put in a laboured performance against Siena and with minutes remaining in both games, Montella's side were all set to finish in third spot.
But with Milan trailing 1-0, Mario Balotelli converted an 84th minute penalty and Philippe Mexes completed a late comeback with just three minutes remaining, meaning they, rather than Fiorentina, will play Champions League football next season.
"If I talk they will disqualify me," he told Corriere dello Sport.
"I saw the penalty but I cannot speak for the referee, if I speak I'll be disqualified. After getting 70 points it's hard to say whether we've lost anything, maybe we missed some penalties and they were given more generously to others."
Despite his frustrations, Montella paid tribute to Milan boss Massimiliano Allegri for masterminding his side's resurgence in the second half of the season, while lamenting his own team's mistakes in previous games.
"There is no bitterness, we tried and we believed right until the end, we must be satisfied and proud," he added.
"It's been a great duel with Milan and a source of pride to have led Milan right up until the last minute. I give Allegri my compliments because in the second half of the season his side have managed a huge comeback.
"I'd like to replay a few games, especially Cagliari away, when we didn't take to the field with the right mentality."
Fiorentina will join Udinese in the Europa League next season.