The 19-year-old featured for Ghana at the recent Under 20 World Cup and he only joined Belgian side Anderlecht in January, initially on loan before signing a three-year contract.
He impressed against Milan in the prestigious Viareggio Tournament in February when he scored twice as Anderlecht beat the Italian outfit 3-0 in the final.
Reports have claimed that Milan, along with Serie A rivals Lazio and Roma are considering a move for the winger, while West Brom have also been linked with a bid.
Acheampong is hoping that any scouts who watched him in Turkey were impressed and he is keen to eventually play in England.
"I am still an Anderlecht player," said Acheampong.
"I am hearing positive reports about me and that clubs are interested in me. It makes me proud to be linked with great clubs such as AC Milan.
"I want to play in England one day. I have heard a couple of teams from there watched me in the World Cup, so I hope I impressed them."