The 22-year old striker has departed Manchester City and is set to sign with the Rossoneri before Thursday's transfer deadline after arriving in Italy.
Balotelli had a tumultuous time with City, especially this season, and says he is delighted to be back in Milan after he ran from England.
"I ran to Milan," he told the Milan Channel.
"I had wanted to play here for a long time. The start of this season was negative, but with this jersey I will do better.
"I made some important choices, so I hope they can bring good luck to me and the team. I just want the fans to love me."