The two Milan clubs have both been closely linked with the Germany international, who lost his regular starting berth at Bayern over the course of last season.
Muller's contract in Bavaria runs until 2015 and he told the Bild newspaper that he expects to fulfil it.
"Who knows me knows that FC Bayern is my club," he said. "I am a Bayern player through and through and that should not really change."
Nevertheless, the 22-year-old wants to be playing regularly and has warned that his commitment to Bayern does have boundaries.
"I would not be the kind of person to just sit out my contract if I was not satisfied with my situation in my club," he added.
"But I don't feel any transfer intentions at the moment."