The Italian, linked with a move away from San Siro, says he is loving life under new coach Clarence Seedorf, while he will be cheering on Manchester City against Barcelona
The Italy international was infamously labelled a "rotten apple" by Rossoneri owner Silvio Berlusconi before the forward's arrival at the Giuseppe Meazza from Manchester City last year, with reports continuing to suggest the former Italian Prime Minister is keen to see the striker shown the exit.
In January, Goal revealed that Chelsea were monitoring the 23-year-old's situation with the Serie A giants, with Blues boss Jose Mourinho keen to bolster his attacking options after missing out on a striker in the winter window.
Speculation remains rife that Balotelli will be offloaded this summer to fund moves for other players, but the man himself says he is going nowhere, revealing that he is enjoying life under new boss Clarence Seedorf.
"I have spoken with him about situations with the team and the things that I must do on the field. I'm happy," the Azzurri ace told Marca.
"Seedorf is a great champion and it's a pleasure to listen to him. He was also a great player. I hope that everything goes well."
Atletico Madrid boss Diego Simeone, meanwhile, has spoken glowingly of the forward ahead of Wednesday's Champions League last-16 first-leg clash with Milan at San Siro.
Balotelli admitted that he has nothing but respect for the Argentine but refused to be drawn on the possibility of a move to the Vicente Calderon.
"[Simeone] was a great player and he's a great coach," he stated. "It's always an honour when a coach praises you. In this moment, though, I'm with Milan. I cannot say any more than that."
Milan's meeting with Atletico is being billed as a straight shootout between Balotelli and Diego Costa but the Palermo native does not see the tie in such simplistic terms.
"Diego Costa truly seems like a great player but it's a battle between Milan and Atletico," he reasoned.
"They're doing very well in the Spanish championship. They are a great team."
Meanwhile, Balotelli confirmed that he would be cheering on City in their last-16 clash with Barcelona.
"I hope that Manchester City beat Barcelona," he confessed. "But it will be difficult for my ex-team-mates as Barcelona are one of the favourites."