The club vice-president has been linked with a role at Lega Calcio.
But Galliani said: "First of all I have to thank president (Silvio) Berlusconi, who has allowed me to live on caviar and champagne for 26 years.
"Perhaps there is no vintage champagne left but I still live very well.
"No, I will not leave Milan. Absolutely not. I have a bond with president Berlusconi that I hope is unbreakable."