In an open letter to the Verissimo television programme, the 23-year-old has complained that his life and actions are scrutinised too much.
"This is a very chaotic time, especially for me," he wrote. "Many times any gesture I make, even a simple tweet dedicated to a true friend, a fighter and a healthy sportsman like myself, is used to create other meanings that do not interest me.
"It isn't like that abroad. There must be a reason if Time magazine included me in the 100 most influential people in the world.
"I know that I am a lucky guy, but at times I too want to live like a normal person."
Balotelli joined Milan from Manchester City in January 2013.