The Brazilian was in charge of the first team for the 2009-10 season but left the Rossoneri at the end of that campaign.
"I thought I'd stay at Milan for the rest of my career," he told La Gazzetta dello Sport. "I'd never go back there after arguing with Berlusconi.
"In Brazil, we say that who hits forgets, but who gets hit doesn't. For me, Milan is not Berlusconi – it is an international asset.
Leonardo coached Milan's city rivals Inter in the second half of the 2010-11 season before joining PSG as their sporting director.