The Blues boss recently alerted clubs in his native Italy by revealing he was missing the country and looking to return one day.
His admission comes at a time where the Rossoneri are struggling in the league.
Milan sit seventh in Serie A despite overhauling their squad with big names in the summer.
But although boss Vincenzo Montella is under pressure, the club’s director of football, Massimiliano Mirabelli, has dismissed the talk of him being relieved of his duties.
“We already have a manager and we are not thinking of Conte nor about other managers,” he told Radio Rossonera.