The midfielder has been linked with a move away from the Rossoneri, but insists he is enjoying life at his current club and is keen to stay put.
The midfielder has struggled to secure regular first team football at the Rossoneri this term after impressing in his first season, and he has been linked with a move to Napoli in recent weeks.
Nevertheless, the 27-year-old is keen to stay at his current club for now.
"I am happy at Milan. I do not think that I will leave this winter. We will evaluate my situation at the end of the season," Nocerino told reporters.
The midfielder did admit, though, that he could be on the move if Milan opt to put him up for sale.
"Then again, if the club decide to sell me, we would have to sit down and discuss what's best for all of us."
Nocerino joined Milan from Palermo in the summer of 2011 and was one of the San Siro side's key performers last term.