Donnarumma left San Siro in the summer with replacement Mike Maignan playing key role in their Scudetto success.
Asked at a press conference ahead of the Finalissima with Argentina whether he had an regrets over his exit, he said: “No, I'm happy for what Milan did and I wrote to all my team-mates
“I am happy for what they did but there are no regrets.
"I think about me and my team. What people think won't affect me. I just believe that when I'm with Italy, you should support Italy."