The forward only joined the Eastlands revolution last month after leaving the Rossoneri's bitter rivals Inter Milan in a reported £24million deal.
But that has not stopped Milan vice-president Adriano Galliani from expressing his desire to sign the 20-year-old at some point in the future.
And Balotelli, who was ruled out of action for six weeks with a knee injury on Wednesday, admits Galliani's comments sit well with him.
He told Sky Italia: "I'm pleased for the words of Galliani. I like AC Milan, they are a strong team."
Balotelli's agent Mino Raiola, though, maintains his client will not contemplate a move back to Serie A with his career at City so fresh.
He added: "Balotelli to Milan is only a fantasy that does not correspond to reality.
"The owner of Manchester City is an important character and now would be wrong to think of the future.
"Mario must keep a cool head and prove to be a big player in England, then after a few years we'll see.
"In the market you can never rule out anything, his move to Milan, Real Madrid, Juventus or a return to Inter. But talking today about it is wrong."