Rossoneri boss Gennaro Gattuso stated on Saturday that he does not know what will happen with the striker amid rumours linking the 31-year-old with a reunion with Maurizio Sarri at Chelsea.
A switch to Stamford Bridge would be complicated given Chelsea's policy of only offering one-year contracts to players over 30 and the fact that Higuain is still technically on loan from Juventus, though it is not an impossibility.
The striker has struggled somewhat for goals at San Siro, but Cassano, a former team-mate of Higuain, believes it is the rest of the Milan squad that are the problem.
“For me it'd be madness to sell Higuain,” Cassano told Sky Sport Italia. “He's their only decent player, their only champion, and one of the best strikers in the world. I would never get rid of him.
“If Milan want to win something they need their best players – with just their other players they'll struggle.
“Higuain played for Real Madrid for seven years, there's a reason for that. If Milan are having problems it's because they don't have players who can give him the right ball.
“His movement on the pitch is great, but no one gives him service – that's why he wants to go to Chelsea.
“He's having difficulties but he's not finished. He's always able to score and make a difference.”
Such is Cassano's faith in Higuain that when asked what his advice would be, he couldn't resist taking a pop at Mauro Icardi, whom he seems to feel should make clear whether he will stay at Inter.
“If it was up to me I would have him at Inter instead of Icardi,” Cassano said. “It's easy for me: Higuain is a champion and if Icardi wants to leave then he should go."
Milan return to action in the Supercoppa Italiana final with Juventus on Wednesday, hosted at the King Abdullah Sports City Stadium in Saudi Arabia.