Criscito has been linked with a return to the Serie A after three years in Russia but the Italy international recently dismissed talk of a transfer, expressing a desire to see out the remaining two years on his contract alongside coach Andre Villas-Boas.
However, the 27-year-old seemingly backtracked when speaking to Italian television network Antenna 3 on Thursday.
Criscito said he was flattered by Milan's interest and negotiations were underway.
"When my name is combined with the big teams I enjoy it," Criscito is quoted as telling program Azzurro Italy.
"My agent has spoken with Milan and is working on this thing with Zenit.
"The Rossoneri [Milan] flatter me for some time and this can only make me happy, now we are having contacts with Milan but I do not know at what point are negotiations.
"I'm training well, I'm working and I'm at a good club but if there should be something my agent calls me.
Criscito added: "Milan remains one of the largest clubs in the world, with [Filippo] Inzaghi [as coach] the team will have more oomph, just as he had as a player.
"[I] would return to Italy only for a team of great coat of arms, as in Russia I'm fine and my family is well established, every year I play the [UEFA] Champions League but I miss Italy and want to go back."
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