The Brazil striker reacted angrily after the Italian coach substituted him late in the game at the San Siro, which Zenit won 1-0.
Spalletti was seen extending his hand, trying to greet Hulk as he was leaving the pitch but the Brazilian just walked by without looking at the coach before having a heated discussion with the Zenit staff near the sideline.
"If the situation with the coach does not resolve itself I may leave the club in the January transfer window," Hulk, 26, was quoted as saying by local media.
"Hulk can say anything he wants, but if I decide to change him during the game it means I'm not happy with his play," Spalletti was quoted as saying by local media on Wednesday.
"Hulk is mistaken if he thinks he should play for 90 minutes all the time. He said he wants to leave? Then, it's his choice and I can do nothing about it," added the Italian.
"As for myself, I'm not going anywhere."
Earlier Spalletti said: "All big players don't react well when they're substituted. The most important thing is that we won the game."
