The Brazilian moved to distance himself from a switch to the San Siro in the coming months by stating he is happy with life at Stadio Friuli.
Reports emanating from Italy have suggested the 29-year-old center back has been lined up by Nerazzurri coach Walter Mazzarri as a potential replacement for Andrea Ranocchia, who has been linked with a move to Juventus.
However, the Brazilian defender says there is no truth to the rumors and stressed he is quite content with life with the Zebrette.
"No club has made an offer to buy me and my agent hasn't told me of any interest from Inter," Danilo told TuttoUdinese. "At this point I will stay at Udinese and it will not be reluctantly - I feel good and had a good season last time. I hope to repeat that and continue to grow."
Danilo, whose contract expires in 2016, joined Udiense from Palmeiras in 2011.