The former Italy international was ready to leave the San Siro for an adventure in the Bundesliga in 2008, but eventually decided against the move
The combative midfielder was already in advanced talks with the Bavarians, but a meeting with club owner Silvio Berlusconi and CEO Adriano Galliani made him decide to stay put in the end.
"I had pretty much reached an agreement with Bayern. The deal was 95 per cent done," Gattuso told Sport Bild. "However, Berlusconi and Galliani then made it clear to me that I belonged at Milan.
"I definitely did not make a good impression at Bayern. They must have thought that I only used their interest to get a better deal at Milan.
"I swear that's not the case, though. But it still all looked a bit silly. I'm a bit ashamed of how it went down. I apologise to [president] Mr Hoeness."
Gattuso eventually remained at Milan until a few months ago, when he opted to join Sion during the summer transfer window on a Bosman move.