Leonardo believed he would stay at Milan for the rest of his career until he fell out with President Silvio Berlusconi.
The Brazilian, now a director at Paris Saint-Germain, played for the Rossoneri before becoming their Coach in 2009-10.
He quit at the end of that campaign and, in December of 2010, he became the tactician of city rivals Inter. He joined PSG six months later.
“I thought I’d stay at Milan for the rest of my career,” the South American told the Gazzetta dello Sport’s Extra Time. “I’d never go back there after arguing with Berlusconi.
“In Brazil, we say that who hits forgets, but who gets hit doesn’t. For me, Milan is not Berlusconi – it is an international asset.
“The ideal club would have [Inter’s] Massimo Moratti as President, with [Milan Vice-President] Adriano Galliani as a director.”
Leonardo has been linked with a return to Inter, possibly to replace technical director Marco Branca.
“I often speak with Moratti, but that doesn’t mean that I’m going back. It is complicated being a Coach, being a director is my ideal job.”
Speaking as a PSG official, Leonardo silenced whispers that Juventus are looking to sign Zlatan Ibrahimovic and Marco Verratti.
“I think Ibra is happy here and he’s too important for us. Verratti, meanwhile, got on the right train at the right time.”
Betting on Serie A? Bet365 are offering a 100% deposit bonus, up to £200 - find out more