The 21-year-old is widely regarded as one of the best young full-backs in European football, with a number of clubs believed to be monitoring his development.
While insisting that he is happy at Milan, the Italian has said that he would be open to a move away from the San Siro.
"It's clear that it's flattering when big clubs like Real Madrid are following me," he told Sky Sport 24.
"If Milan were to ask me if I would be open to a sale for economical reasons, I would obviously take any offers into consideration. You never know what will happen.
"However, what I'm hoping for is to be part of a more competitive Milan again in the future."
A clutch of Premier League clubs are also believed to be in the running.