The club that paid a fee of €3.7m for the midfielder Mario Balotelli did not want him to join the Italian national team.
It is unclear why the Rossoneri were so reluctant to sell him to Chelsea.
The 26-year-old striker has been in Italy on loan since July, after he was sold to Serie B side Palermo in the summer of 2014.
His contract with the Serie A champions runs until 2019 and he has two years left on his deal.
A transfer fee of around €5m was reportedly on the table but the deal fell through in July when Balotellino refused to commit to a new contract.