The 27-year-old has just six months remaining on his current contract with the Russian outfit, meaning that he is now free to discuss terms with interested parties.
The Japan international's performances at the Confederations Cup this summer reportedly drew interest from a host of European clubs, but Honda has identified Milan as his preferred destination.
"I've had three-and-a-half happy years at CSKA Moscow but now I'd like to play in a big team," he told Championat.com.
"The club knows about Milan's interest and of my will to go. Will there be the transfer? Better ask my brother who is taking charge of my affairs. Let me say I'd be proud to go to Milan."
Should Honda remain with CSKA until the end of August, he will be available on a free transfer in January.