The summer arrival from Porto reveals his relationship with coach Luciano Spalletti is strained and may be forced to depart the Russian champions if the situation does not improve
The Brazil forward joined the Russian champions in the summer for a reported €40 million [£32.5m] fee from Porto, but he has mustered just four goals in all competitions since his big-money transfer.
And amidst reported team unrest following his arrival, Hulk was substituted by coach Luciano Spalletti in the win at San Siro - a decision which appears to have prompted the 26-year-old to consider his options.
"I feel fine in St Petersburg, my family is fine and my son is fine," he told Premium Calcio after the match.
"But if the situation with Luciano Spalletti does not resolve itself, I could leave in January. I don't know if Italy would be my destination, but anything can happen."
In response to the attacker's remarks, Spalletti calmly responded: "Hulk does and says what he wants. I will have no qualms about replacing him again."