There have been reports that the Rossoneri had decided to make the Italy international available for transfer, but the forward says he is going nowhere ahead of the World Cup
As revealed by Goal, Premier League title-challengers Chelsea are monitoring the forward's situation, with the former Manchester City man believed to be unhappy with Milan's miserable form this season.
There have been reports that the Rossoneri are considering cashing in on their most prized asset, with the club forced to issue a statement last month denying that owner Silvio Berlusconi had tired of the Italy international's propensity for making headlines on and off the pitch.
However, Balotelli, who has been heavily linked with a reunion with former Inter boss Jose Mourinho at Stamford Bridge, insists that there is no chance of him leaving San Siro this month.
"I am staying at Milan," the striker is quoted by Chi. "I have to get ready for the World Cup and stay calm."
The 23-year-old Balotelli has netted six times in 13 Serie A appearances for Milan so far this season.