The 19-year-old has been linked with big-money moves since bursting onto the scene at the San Siro as a mercurial talent being tipped for the very top.
His agent, Mino Raiola, has talked up a possible switch at regular intervals, with Donnarumma’s head reported to have been turned at times by the mounting interest.
He is, however, turning a deaf ear to transfer talk at present, with the youngster offering no indication that he is planning an imminent change of scenery.
Exit talk has intensified of late after Milan confirmed that they are in the market for Napoli keeper Pepe Reina – with the Spaniard set to become a free agent in the summer.
Donnarumma, though, is focused on the present, with the Rossoneri having been rejuvenated under the guidance of former midfield star Gennaro Gattuso.
He added on the back of a dramatic 1-0 victory over Genoa: “We’re a good group, the celebrations [on Sunday] are proof of that. We got a result we really wanted and it allowed us to forget about Thursday’s game with Arsenal.
“We succeeded and now we hope to continue like this.
“It’s a win which gives us great confidence in view of the trip to London. We’re going there with nothing to lose.”
Milan are due at Emirates Stadium on Thursday for the second leg of a Europa League last-16 encounter which they currently trail 2-0.
Donnarumma said of that battle: “The Champions League? It’s a nice race, we’re there and we believe in it. We have a duty to believe and we’ll try to the end.”