The 34-year-old, whose contract at the club expires at the end of the season, is reportedly a target for boyhood team Racing Club after a difficult season at the San Siro.
"What we have achieved, we have achieved together," Milito told Rai Sport.
"I thank [Massimo] Moratti, I will always be grateful to him for having brought me to Inter to challenge for great honours. I have been part of an extraordinary team.
"I will finish the season with Inter, then I will sit down with them to decide what is best for me and for the club."
Milito arrived at Inter from Genoa in 2009.