The ex-Italy international says he has rejected the chance of a role in Malaysia in order to seek a new challenge in Europe following his departure from Palermo
The 36-year-old made over 450 official appearances for Milan between 1999 and 2012 and stated more than once during his active career that he would never play for one of the club's arch-rivals.
Nevertheless, Gattuso has made it clear that things have changed now that he has become a coach and added that he would be open to any club in Europe.
"I have received an offer from Malaysia, but I have made the decision to stay here and find a club in June," Gattuso told La Gazzetta dello Sport.
"I would be open to an offer from Rangers, but that's not the only club I would be interested in.
"Juventus or Inter? I don't think they would want me now, but I would not say no to them. It would be unprofessional to reject those teams, even if I have always been and will always be a Milanista.
"During my playing career I would have said no to Juventus and Inter, but being a coach is something entirely different."
Gattuso has been out of work ever since leaving Palermo earlier this season.