The France global, however, has intimated he hopes for a new chance with Chelsea.
However, he has his sights set on a transfer to PSG in the coming years, having been born in the French capital.
"It's the only thing I know", he told L'Equipe.
Commenting on Araújo's influence across the past 12 months of his career and his love of Paris, he said: "Leonardo brought me to Milan, it was he who allowed me to recover my form by putting his trust in me". I can't lie. It would represent something important for me and my family. We are all true Parisians.
Bakayoko went on to confirm he will go back to Chelsea for the time being, adding: "My future?"
This means Chelsea have the player back, but his future remains uncertain. I still have a three-year contract.
"It's hard to hear certain things about me in the Press, especially when they're not true".
"He knows we are at home and he just needs to start to the season as well as he can and see what happens".
The pair were involved in a tense confrontation on the sidelines after the Rossoneri beat Bologna 2-1 in May, with Bakayoko reportedly telling his manager to "go to hell".
"I had hard moments [at Milan], especially at the start", he said.
"I'm sad to leave, but that's life".
He's sat down for a chat with L'Equipe, and when asked about interest from other clubs, his brother Abdoulaye, also his agent, answered for him: "We receive phone calls every day. Really, I don't want to talk about my former coach", he concluded. "It didn't go the way it was told but we know the current world, a piece of news is enough to analyse the situation".