"I'm not sure that in the history of Milan you'll find the same values this club has.
"And, for me, that is a big club, a club that comes out of people's desire to respect values. Look at our whole history, it's clean."
Allegations of corruption have dogged Milan owner and Italy's Prime Minister Silvio Berlusconi throughout his time in office.
And the Arsenal boss says Berlusconi's successor will inherit a stained history.
He added: "It is vital a club maintains those values we have.
"That is why at the head of the club you have a responsibility to keep these values and to make sure people who come after you can be proud.
"They may say this manager didn't win enough trophies but the club has kept its reputation for the whole history. That is vital."
