The Samba star has struggled to produce his best in Italy since agreeing a switch from Manchester City in 2010.
It has been suggested that the 29-year-old will be offered a route back to his homeland this summer by Internacional.
Robinho is, however, tied to Milan until the summer of 2014.
The Rossoneri have no intention of sanctioning a sale, but will address the issue again at the end of the season.
Vice-president Adriano Galliani told Radio Gaucha: "Robinho is under contract with Milan and will stay with Milan. He is not going to leave.
"Everything is possible in Italian football but, in principle, he stays at Milan.
"I know a bit about Internacional's interest, but we are focused on beating Siena to qualify for next season's Champions League."