The Spain international has previously been linked with Barcelona, and has now also attracted the interest of the Serie A champions
The Rossoneri are looking for a new full-back as Taye Taiwo, Luca Antonini and Djamel Mesbah have all failed to impress on the left hand side this season, and Milan evidently see Alba as an ideal addition to the squad.
"It's true, I can confirm that there has been contact with Milan," agent Vicente Fores was quoted as saying by Calciomercato.com.
"It has only been brief informal contact so far, but we will meet with [sporting director Ariedo] Braida within the next 20 days or so," agent Vicente Fores was quoted as saying by Calciomercato.com.
Alba is a product of the Barcelona youth academy, but rose to prominence at Valencia. The Catalans are allegedly keen to re-sign the left-sided player though, and are believed to be sitting in pole position in the race for Alba's signature.
Fores revealed last week that Napoli are also hot on the trail of the 23-year-old. The defender has a contract with Valencia that runs until June 2013.