The Brazil international centre-back left the Italian club to join PSG last summer.
"I am very happy in Paris, although I am sorry for the Milan fans," he told Simona Ventura TV. "They will always be in my heart.
"I miss all good things in life, among them are Fluminense and Milan. I still remember the first time I went to the San Siro – I was in the stands to watch Milan – Fiorentina. I was impressed from that moment on."
Silva won Serie A and the Supercoppa Italiana with Milan in 2011.