The 18-year-old former Caen forward only moved to Italy last summer, and after taking a little time to settle, has enjoyed an impressive breakthrough campaign with the Serie 'A' giants.
Having attracted Premier League interest before, when Arsenal and Everton both tried to sign the France U21 international in 2012, Niang insists he is not unsettled by continued media speculation about his future, highlighting his desire to keep on improving at San Siro.
"At the start I struggled because Italian football is very tactical and physical, but everything is fine now," he explained.
"Milan are a great club and I love many things about them. Everyone here helps you out. I need to learn a lot from the coach and his staff."
The acquisition of Demba Ba in this year's mid-season window has strengthened Rafa Benitez's attacking options somewhat, while Romelu Lukaku could return to west London in 2013/14 after a successful loan spell at West Brom.
However, that hasn't stopped Chelsea from being linked with a summer approach for Niang, who has played down all rumours linking him with a summer switch to the Premier League or Ligue 1 giants, PSG.
"There is only Milan for me," he added. "Yes, I was born in Paris and I like Paris Saint-Germain, but I want to win everything here, starting from the Champions League.
"When I played for Caen, my objective was to join a big club. Today I am at Milan and hope to stay as long as possible."