The Bosnian, who scored 26 goals in the Wolves' championship-winning season last year, became Milan's number one transfer target this summer following the sale of Kaka to Real Madrid.
However, Wolfsburg refused to let the player leave, much to his disapproval.
"I am 23 years old and I receive an offer from the club I have always dreamed about - it was only honest for me to say I wanted to go there," he said.
"I stand by what I said. I was fascinated with this club from when I was a little boy.
"I don't know why, but AC Milan was always the biggest team in the world for me. I always wanted to go there."
Despite stating his preference to join the Rossoneri, Dzeko was told that he would be going nowhere and that he should instead concentrate on fulfilling the remaining two years of his contract.
Nevertheless, Dzeko expects the opportunity to join Milan to present itself again next summer.
"You don't always get what you want in life, at least not straight away," he told the Welt newspaper.
"It was the club's right to say no. That's just the way things are.
"I am not mad with Wolfsburg in any way and am not going to cause any commotion.
"I am staying here and will try to play even better next year than I have up to now. What happens after that remains to be seen.
"I will always dream [about Milan]."
http://www.soccer365.com/german_news/story_28709153100.php
