The defender has been linked with Chelsea this season.
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But Pavlovic told Sky Italia: "I think I really want to stay at Milan. I like the city and the atmosphere, as well as our supporters. I'm very happy here and I want to win with Milan."
On coach Max Allegri, he also said: "I've improved a lot with him defensively and tactically in general.
"He's very important. We've all grown this year. I think we have the opportunity to improve even more."