According to some reports from Spain and Tuesday's Corriere della Sera, Balotellis said: "If Real Madrid come back against Borussia Dortmund and make it to the final of the Champions League, then I will let my girlfriend sleep with all the players."
The Milan club posted a brief note on their website on Tuesday to emphasise that the Italy international had not commented about the game to any media outlet, reports Xinhua.
"Milan deny what was today reported in the 'Corriere della Sera', referring to the English tabloid 'The Sun' concerning declarations made by Mario Balotelli on the Champions League match between Real Madrid - Borussia Dortmund," it read.
"Milan would like to make it clear that the player never made any comments regarding the match," it said.
The former Manchester City striker was quoted as saying that he would allow his other half Fanny Neguesha to spend the night with the squad because he was certain that Madrid would be unable to come back from their first-leg 4-1 defeat to Dortmund.
Borussia Dortmund advanced to the Champions League final for the first time since 1997, withstanding a late rally by Real Madrid to win their semifinal on 4-3 aggregate following a 2-0 loss on Tuesday night.
IANS and Agencies