The Italy U21 striker has been a revelation for Siena this season and been linked with a return to the Nerazzurri.
"We're sorry about Destro, he's a great player, sorry for him and for us. We had, however, Eto'o, Milito, Balotelli, and so we decided to sell him," said Paolillo, who was also asked about Manchester City striker Mario Balotelli.
"Balotelli? There is not anything behind this, you talk about him because he came to visit us, there is great affection for him, for what he did to us, but there is no room for a return. We will also see how the summer campaign develops, but at the moment there is nothing."