Reports have suggested Robinho's former club Santos are keen to bring the forward back to Brazil when the transfer window reopens next month.
However, Milan vice-president Adriano Galliani insists they want to keep the former Manchester City man.
"Robinho? Our intention is to keep him, then we will see," he told Sky Italia.
Galliani also rubbished rumours linking Milan with a move for Brazilian sensation Neymar.
Galliani is a fan of Neymar and rates him as the best young player in the world, alongside Milan's Stephan El Shaarawy.
"No-one said that we want or that we could sign him," added Galliani. "I have only said, considering I see the world's football, that him and El Shaarawy are the strongest players aged 20. Nothing else."
Galliani also revealed that they are unlikely to do any business in January unless someone leaves as they need to sell to buy any new players.
"There are 32 players in the squad, and if nobody leaves then nobody will come in," noted Galliani.
"We'll have to sell first and then buy, otherwise we'll stay as we are."