Prandelli countered claims that he was concerned that Balotelli's brother Enoch is a regular visitor during training.
He said: "I have no real problems with Mario.
"The fact that he wants to spend time with his brother every day is great. And it's not that he went to see his brother, it was his brother who came to see him.
"But it is interesting to try and work out what is in the mind of a 20-year-old man.
"I'm very curious to see what he is feeling and what sacrifices he's prepared to make to become a great footballer.
"But in terms of his behaviour, mentally and psychologically, I think he has changed radically while he has been with us. He's been great."