Reports in the Italian media had suggested that the Rossoneri were weighing up a move for the Danish international, having failed to land former Gunner Emmanuel Adebayor, Wolfsburg's Edin Dzeko and Sevilla striker Luis Fabiano.
The 21-year-old, who has netted 14 goals in 58 league outings for the the North London outfit, has already been linked with Roma this summer, only for the striker to insist he was merely visiting the Italian capital on holiday.
And Bendtner has batted back the latest reports tipping him to swap the Premier League for Serie A, stating he is unaware of any interest from the San Siro giants.
“I haven’t heard anything about [that],” he told Arsenal TV Online.
“As far as I know I am totally with Arsenal. This is where I want to be. This is something special and I want to be a part of it.
"This is the club I want to play with and it has always been that way.”
NEWS: Bendtner refutes Roma reports
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