Speaking in the French newspaper L'Equipe, Gallas said: "My decision has been taken and is definitive: I want to leave Chelsea.
"I want another challenge. I've been with Chelsea for five years. I want to experience another league.
"The directors of Milan are interested in me, and I am interested in the idea of going to play over there."
The Frenchman, who has made more than 200 appearances for Chelsea in his five years at the club, has one year left on his Stamford Bridge contract.
Earlier this week, John Terry had urged Gallas to stay. But it appears to have fallen on deaf ears.