The Brazilian is under contract with the Rossoneri until 2016 but Orlando City - set to make its MLS debut in 2015 - has made no secret of its desire to reunite Robinho with new recruit Kaka in the United States.
The club is the latest team to be linked with the 30-year-old and, though a figure with the Serie A side has yet to be agreed, the MLS club’s chief Flavio Augusta da Silva and the player's agent have talked up the move.
The 30-year-old admitted that talks with Orlando City are ongoing, while he also thanked Milan fans in a comment that is set to spark talk of an imminent departure from the Italian club.
"We do not know yet [where I will go]," Robinho, who won the Serie A title with Milan in 2010-11, told Sky Sport. "We're still deciding. We will choose the best for me and Milan, who have always treated me very well.
"For fans of Milan I can only say thank you for everything."
Robinho has made over 100 appearances for Milan and he has also had spells in Brazil, England and Spain with Santos, Manchester City and Real Madrid respectively.