Super Mario underwent his medical in England and should complete his £16m (€20m) transfer over the weekend.
Milan Channel, the official TV station of the club, confirmed they had approached Roma to enquire about Destro’s availability.
According to Sky Sport Italia, Roma replied Destro is not for sale at any less than €25m.
It’s reported the Rossoneri wanted him on loan for €5m with an option to buy for a further €16m at the end of the season.
Sky Sport Italia also claim Milan contacted Destro’s agent, Claudio Vigorelli, to discuss a possible move.
La Gazzetta dello Sport claims there are six options to replace Balotelli at San Siro, but all of them have problems.
The alternatives are Destro, Udinese’s Luis Muriel, Colombian Jackson Martinez, Torres at Chelsea, Manchester United’s Javier ‘Chicharito’ Hernandez and Roberto Soldado at Tottenham.