The 21-year-old endured an injury-hit campaign at San Siro and was restricted to just six league appearances due to a persistent foot problem.
Those injury woes saw El Shaarawy left out of Cesare Prandelli's Italy squad for the upcoming FIFA World Cup and, with Milan having missed out on European football following a poor campaign, rumours have circulated that the former Genoa man may seek pastures new.
Arsenal have been touted as a possible destination, with the London club reportedly ready to back manager Arsene Wenger heavily in the transfer window.
However, El Shaarawy insists his future is in Milan.
"I don't know about these club questions and I don't know what will happen," he told the club's official website.
"I'm just thinking of doing well. My future is Milan and we'll be looking to do as well as we can next season.
"It was unlikely that I'd be going to the World Cup after having played so little. I did all I could and I was a bit unlucky as well. It was good to be back for the last two league games though.
"When you do well, expectations rise and it's not easy to keep the pace so high. I think I performed well and I felt good."
El Shaarawy also stated that he has a strong rapport with head coach Clarence Seedorf, although he is unaware of the Dutchman's future, as reports continue to suggest his position is under threat.
He added: "Seedorf has done well and his relationship with me has always been good both as a player and a coach.
"Maybe there are some other problems with the club and that's why he's always under discussion. I don't know what the future holds for him."
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