The 27-year-old Silva is under contract with the Rossoneri until June 2016 and is also a reported target of Barcelona and Paris St Germain.
"Neither I nor Thiago have had contacts with Manchester City or Barcelona," Silva's agent Paulo Tonietto said to www.calciomercato.it.
"His preference is certainly Milan.
"Only the club executives of Milan can decide whether to sell the player.
"Right now the rumours circulating regarding his future are simply media speculation."
Silva joined Milan in 2009 from Fluminense after previous unsuccessful spells in Europe with Porto and Dynamo Moscow.
He made 27 league appearances for Milan this season.