Romagnoli confirmed a Chelsea bid yesterday.
“The fact there was an offer was pleasing, but I am even more gratified by the fact Milan said no," Romagnoli told reporters at a sponsorship event.
“This pushes me on to grow even more and improve myself. I am happy to have remained. President Silvio Berlusconi made a big investment for me and that's enormously pleasing.
“Milan are certainly behind Juventus right now, but I don't think we are missing anything in particular. We just need to work together and grow as a unit.
“The new Coach always tells us to control the ball, so it's up to us in defence to start the move and I have to say I don't mind that."