The Hammers were linked to the striker last month after he admitted that he was unsure of his future of the Serie A side.
Stephane Courbis told MilanNews.it: "Will Niang remain at Milan? Currently, we do not know. We met with the club about a month ago.
"Interest from West Ham? Yes, I can confirm that they like him. It is difficult to say at this time [whether he will stay] without having had a good conversation with the new coach."
The 19-year-old joined Milan in 2012, but had a spell on loan with Montpellier earlier this year.