"I was close to Bayern," the former Rangers enforcer noted. "But I am happy that I remained with Milan.
"That was the right decision to make because it is still an honour for me to wear the Rossoneri colours."
Gattuso endured a difficult season with the San Siro giants last term, but was tempted to remain by Vice-President Adriano Galliani.
"He convinced me to stay," revealed the Italian international. "I've been made to feel important again in this team and that's why I'm confident I made the correct choice."