Aston Villa boss Paul Lambert says striker Darren Bent is not for sale ahead of the close of the transfer window.
It is understood Saphir Taider is set to leave Southampton just three weeks after arriving on a season-long loan.
On Thursday, Galliani was quizzed about Carlos Tevez's move to Juventus by reporters and was also asked about Balotelli's future at the club.
Galliani responded: "Balotelli will not be sold. He's absolutely not on the market.
"We count on him. He's a world star and we will build our future around him."
Milan signed Balotelli from Manchester City for £19million in January.