The 31-year-old has played for Real Madrid since 1994.
“There has been contact, but my reply has always been the same. Everybody knows that I did not want to go away,” he said.
“Speaking of fantasies, when as a child I thought a future as a footballer was a possibility, I said to myself: ‘I wish to one day play for Milan.’
“I would of liked to have played alongside [Marco] Van Basten. And then with [Arrigo] Sacchi there was [Carlo] Ancelotti, [Ruud] Gullit and [Frank] Rijkaard, [Franco] Baresi and [Paolo] Maldini.”
