The striker is currently on-loan at the San Siro until the end of the season from Premier League side Chelsea.
The Blues looks set to release the striker this summer, according to reports.
“You have to ask [Roman] Abramovich about my future. I want to stay in Milan, but we have to decide at the end of term,” the striker told Datasport.
“I don’t consider myself to be an ex-player. I feel strong physically and I want to end my career here at Milan. My objective is to return to my best and play at the highest levels.”