Niang insists he has no regrets not joining the English champions.
“The Premier League could've been the right football for me and I hope one day it will be. Playing there is my dream as it suits my style of play," he told La Gazzetta dello Sport.
“The second was in January, two or three days before the derby. My agent called and said Leicester had made an offer to Milan, but the club didn't want me to go.
“Sinisa Mihajlovic also told me I would stay and score in the derby. So I did and I have no regrets, even after Leicester won the Premier League title. After all, I risked being Jamie Vardy's alternate. They are so full of money there, they can pay €20m and then not bother to play you."