The Borussia Dortmund star has been linked with a move to numerous clubs, including Real Madrid, Liverpool and Chelsea.
And, speaking on social media, Aubameyang claimed the Rossoneri are “sleeping” with rumours of moves for alternative targets Niokola Kalinic and Andrea Belotti.
He said on Instagram live: “I’d love to come back, but if they are sleeping, what can I do?”
Familiar with the Serie A giants from his time in the academy before moving to Saint-Etienne as a 22-year-old, Aubameyang even imitated the famous San Siro announcer.
“And with the number seven,” he added.
Milan directors Massimiliano Mirabelli and Marco Fassone have overseen a remarkable transformation at the club and have reportedly made Aubameyang one of their potential targets.
They may now move quicker for the 28-year-old, though Dortmund insist he is not for sale.