Cassano is supposedly unhappy with the Rossoneri after selling key players Zlatan Ibrahimovic and Thiago Silva to Paris Saint-Germain as well as releasing a number of veterans such as Alessandro Nesta.
Milan manager Massimiliano Allegri told reporters that Cassano wants to leave the club but isn't sure why.
"Cassano asked to leave the club, Galliani was very clear: If he stays, then he'll be a Milan player," said Allegri.
"Why Cassano wants to leave the club? He knows, not me. A player must only stay on at a club if they want to."