The 28-year-old fell out of favour at Los Che after a breakdown in his relationship with erstwhile coach Miroslav Dukic and subsequently joined the Serie A side on loan in January.
And the France international stated that he would like to join the Rossoneri permanently, although he indicated that he is not sure if Milan can afford to pay the transfer fee Valencia will demand.
"My priority is to stay in Milan," he told RMC. "I hope to stay to help this club to maintain its high status.
"I don't know if Milan can afford to buy me - negotiations are ongoing at the moment - I can only express my preference."
The defender admitted the current campaign hasn't been easy for him, but insisted that he does not regret how things ended at the Mestalla.
"This year has been very difficult for me. There were times I thought I would spend the rest of my career at Valencia. I arrived at Milan and I have worked hard on the field. What happened with Valencia? I don't talk about it.
"Like with all big clubs there were disagreements, arguments and I said what I thought. It didn't end well with Dukic because he took it the wrong way. But Valencia is still a big club.
"If the coach is interested in me and Milan cannot buy me, then who knows?
"I do not regret what I said, I'm a man and I take responsibility."