"Go to Milan? That's been a topic of much discussion. I'll probably go there," Mexes told Gazzetta dello sport's website.
The 29-year-old is currently out of action having this week undergone a successful operation on a torn cruciate knee ligament.
Mexes was injured during Sunday's 2-0 defeat at home to Juventus and is expected to be out for four months, meaning he will not play again this season.
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