The 27-year-old has entered the final six months of his contract with the Russian outfit and so is free to talk to other clubs.
Everton have previously been linked with a move for the Japan international while Milan were confirmed as an interested party by CSKA last week.
The Rossoneri are reportedly weighing up whether to make a cut-price move for Honda now or wait until January when he will be available on a free transfer.
When asked about his future Honda confirmed he was ready to quit CSKA and a move to the San Siro appealed to him.
"I've had three-and-a-half happy years at CSKA Moscow but now I'd like to play in a big team," he told championat.com.
"The club knows about Milan's interest and of my will to go.
"Will there be the transfer? Better ask my brother who is taking charge of my affairs. Let me say I'd be proud to go to Milan."