With Milito's contract set to expire at the end of the season, the veteran forward has been tipped to depart after five years at the San Siro.
Milito's situation alerted boyhood team Racing Club, who met with the 34-year-old Argentine last month, according to president Victor Blanco.
"What we have achieved, we have achieved together," Milito told Rai Sport ahead of Sunday's Milan derby.
"I thank (Massimo) Moratti, I will always be grateful to him for having brought me to Inter to challenge for great honours.
"I have been part of an extraordinary team.
"Thohir said I could be like Luca Toni? I am concentrating on the derby with Milan. I will finish the season with Inter, then I will sit down with them to decide what is best for me and for the club."
