Philippe Mexes says he advised Roma to sell him to Milan last summer – at a stage when they would have received a transfer fee for him.
"I suggested to Roma last year to sell me to Milan," the player told France Football. "But they didn't do anything."
The defender will leave the capital outfit at the end of the season to join the Rossoneri on a Bosman free, seeing as his contract in the Eternal City expires next month.
"I spent some stupendous years in the capital. Rome, for me, is my second home. But I am now arriving at one of the greatest and most successful clubs in the world.
"I'm joining Milan and I'm happy that I am going to be a part of this team for the next four years. I'm proud, especially when I look at the new jersey with the Scudetto shield on it."
Mexes has been linked with Milan for the past few years, but he insists he only decided to quit Roma over the course of the present campaign.
"I took the decision to leave the Giallorossi during the winter, but Milan were the only Italian club I could join – I couldn't have moved to another," he added.
"Had I not come to Milan then I would have moved abroad.
"I'm here to win, the Rossoneri are an elite club in the world game and my objective is the Champions League."
Mexes is currently recovering from knee ligament surgery and hopes to be ready by the time the 2011-12 campaign kicks off.