Milan's game on Sunday was temporarily suspended because of racist abuse directed towards Balotelli and other black players by Roma fans.
"I always said that if it (racism) happened in the stadium I will just do like 'nobody says nothing and I don't care,'" former Manchester City striker Balotelli told CNN.
"But this time I think I've changed my mind a little bit. If it's going to happen one more time, then I'm going to leave the pitch because it's so stupid."
Balotelli is not the first AC Milan player to be subjected to racist abuse this year. In January, Kevin Prince-Boateng did walk off the pitch after being racially abused during a friendly against Pro Patria.
"I spoke with Prince," added Balotelli. "I was about to leave the pitch on Sunday, but they thought I wanted to leave because we had some difficulty with the game and then we are going to win 3-0.
"I said 'no, it's better we play and I will talk,' that's it.
"But if it wasn't for this reason, then I was going to leave the pitch on Sunday."
On Monday Roma were fined 50,000 euros (£42,200) by the Lega Calcio.