"He is a Wolfsburg player, and they have a right to keep him - even though he continues to claim that his desire is to come to Milan.
"From experience, I know it's difficult to keep a player whose wish is to leave.
"If we fail to get Dzeko then (Sevilla striker) Luis Fabiano could be an alternative - as could Adebayor."
Milan have expressed an interest for Togo international Adebayor in the past, but Arsenal want to keep the 25-year-old striker.
"We had a meeting with (Arsenal coach Arsene) Wenger, but they didn't offer him [Adebayor] to us," said Galliani.
"Had they done that, we would have entered talks."