Donnarumma has been linked with Juventus, Manchester United and Real Madrid due to his current deal only having one year left to run.
The 18-year-old's agent Mino Raiola claimed earlier this month that 11 top clubs are interested in signing the keeper, but insisted Milan still have a chance of keeping his client.
And wonderkid Donnarumma is planning to stay at Milan and insists everyone who matters is aware of his desire.
"Everyone knows that my wish is to stay at Milan," he said to GQ.
"I'm calm and all the parties involved know my will. I feel ready. I'm very attached to these colours.
"Both Mino and Enzo Raiola, along with me and my family, we form a cohesive team.
"I'm looking for a house in the city to live, a great apartment where there is room for all my loved ones. The centre of Milan is beautiful and I will look for it there."
A commitment from their young keeper will come as a huge boost to Milan, who have also been busy in the transfer market, with Andre Silva set to join Mateo Musacchio, Franck Kessie and Ricardo Rodriguez as close-season signings.
Donnarumma has been tipped as a successor to Juve and Italy icon Gianluigi Buffon, a man he greatly admires.
The duo have been working together during Italy's double-header against Uruguay and Liechtenstein over the past week.
"Buffon is a legend and everyone loves him," says Donarumma.
"He gave me a lot of advice. I try to steal the secrets of the trade – technically he is fantastic."
Donnarumma was an ever-present for Milan in Serie A last season and has four caps for his country.