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 linked with a reunion with former Inter boss Jose Mourinho at Chelsea, 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.