"Me going to Chelsea? I'm staying as a Rossoneri player," Kaka told Italian sports daily La Gazzetta dello Sport.
"I should help Milan to win the trophies we're up for this season. The club have made some great signings and Sheva will fit in without any problems.
"I can't say (if I've been included in the Shevchenko deal), because if someone has promised me to (Chelsea owner Roman) Abramovich, it wasn't me.
"I've always said I'm happy at Milan and as long as my aims remain the same as Milan's I'll stay here. Until now it's always been that way.
"My goal is to win, Milan's is too. As long as we are like that, I'll remain at Milan."
Milan vice-president Adriano Galliani also denied a deal for Kaka had been mentioned during the talks with Chelsea over Shevchenko.
He told Milan's official website: "In the issue of Shevchenko, Kaka was never, ever talked about and so the fans have to stay calm. We've been saying the same thing for two years."