The Swede says any move will be considered in the coming weeks.
“There's interest, but I'd be fine spending another year in LA," he told Vanity Fair.
“It's no secret that Milan like me. I had two wonderful years there and didn't want to leave, but they 'forced' me to go to Paris.
“We won things, I ran out top scorer at a great club with a great atmosphere, plus the old guard was still there.
“They were an incredible group of players, with whom I was lucky to play and win. And I know what it means to win in Italy. Winning is everything.
“I've played for the three biggest clubs in Italy: Juventus, Milan and Inter. Milan treated me well: I came from Barcelona, where I'd experienced sadness, but Milan put a smile back on my face. I wanted to repay them.
“I won't say 'no' and I won't say 'yes'. We'll see… Gattuso was a great player and is a great Coach.
“When I watch Milan's games, I see how all his players love him. When you win with people like him, and we've won the Scudetto and Supercoppa together, it's wonderful. Good times…"