The former Wolfsburg player starred as Marseille reached the Europa League final last season, losing out to Atletico Madrid, and Milan had reportedly been ready to bid for a player they were first linked with in 2017.
But Gustavo, who played at the heart of Brazil’s midfield when they were beaten 7-1 by Germany on home soil in the 2014 World Cup semi-final, is focused on his role at Marseille, as the Ligue 1 club aim to make a return to the Champions League following the American Frank McCourt’s takeover in 2016. Marseille missed out by a single point from Lyon last season.
"Have I thought about AC Milan's interest? Throughout my career, many teams have been interested in me,” Gustavo told 10 Sport. “I always did it the same way. I do not get too dizzy with all these stories when they come out.
“I know these situations, so I remain quiet, I try to stay focused on Marseille. This is the most important for me.”
The Brazilian, whose contract in France runs until 2021, signed for the club in 2017 from Wolfsburg and made 52 appearances as Marseille suffered an agonising end to the season, first losing out on a third-place finish in Ligue 1 to Lyon before a 3-0 defeat to Atletico in the Europa League final.
“I'm happy to be here,” said Gustavo. “I want to try to continue this story.”
Milan, who were bought out by American investment group Elliott Management Corporation in July when previous owner, Li Yonghong, defaulted on a €450 million (£400m/$523m) loan to an American hedge fund, are looking to rebuild their squad as they begin a fifth consecutive season out of the Champions League. The club have not finished higher than sixth in Serie A since 2013.