The former Real Zaragoza defender said: "Since I arrived in Spain, the target for me has always been to play for Barcelona. I am happy to be here. The club has no need to envy anyone, not even Real Madrid."
Milito saw Real pull out of a deal for him several years ago and on reports that they were trying to sign him in the summer, the Argentina international added: "I do not know anything about interest from Real Madrid.
"But you can be sure that I would have told them 'no'."