Kaka was responding to the recent speculation in both the Spanish and Italian press claiming that a deal has been struck to take him to Real Madrid at the end of the season.
It's a situation the 27-year-old is more than used to having been linked with Chelsea a year ago and been the subject of a bid from Manchester City during the January transfer window.
But the former World Player of the Year insists there is no truth in any of the rumours.
"I think over the last few days too many people have been talking, now it's my turn," he said.
"I have not had contact with Real, no-one has come in for me and I think I've already expressed my happiness and my desire to stay here.
"More than anything this is starting to become a boring story, also for the public.
"Even so, I think I have built up enough credit with the fans and shown them that I want to stay.
"There was that moment of doubt with Manchester City when I didn't know what would happen.
"But then I decided (to stay) and I'll repeat it again, I have had no contact or agreement with anyone."
Speculation is not just swirling around Kaka's head at Milan but also that of coach Carlo Ancelotti who has been linked with both Real and Chelsea.
However Kaka believes Ancelotti will continue his seven-year stint in the San Siro hotseat.
"He's very attached to this team. For sure after a certain number of years he could want a change but if he stays he will beat the record number of matches (on the Milan bench) set by (Nereo) Rocco.
"Being a part of the club's history like that would be no small thing."
While the attacking midfielder is still one of the most sought-after talents on the planet, this season has been far from one of his best.
Kaka has spent some time on the sidelines with injuries while he has also struggled to find his best form on the pitch.
Earlier in the season he complained he was not playing his best because the arrival of Ronaldinho in the summer had forced him to play deeper, but with his compatriot no longer in the starting XI, when Kaka has been fit, he has played off either one or two forwards.
He believes his problems have mostly stemmed from injuries.
"I have had many problems, my knee, my groin, my foot," he said. "I've not managed to find any consistency and I'm not at 100 percent, not even now.
"I hope to get there before the end of the season, I hope to be able to give us an extra push to assure a place in next season's Champions League."
Milan, who trail leaders and bitter city rivals Inter Milan by 14 points, sit third in Serie A and need to maintain that position to qualify directly for the group stages of Europe's premier club competition.
However, should Milan make it, Kaka believes they need to introduce some fresher blood into the side.
"When I arrived in 2003, Milan had the perfect mix of youth and experience," he added.
"Some players are a bit old. We need to refresh the mix and lower the average age of the squad."
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