Any player found to be thinking of a move elsewhere would be shunted out of Milan's matchday squad, according to Stefano Pioli.
Stefano Pioli warned transfer-linked Milan players to focus on improving the team's Serie A position or risk being excluded from his plans.
The Rossoneri have figured prominently in the rumour mill as they struggle to mount a credible bid for European qualification.
Pioli's men take a four-match unbeaten run into Sunday's trip to Atalanta but speculation continues to hang over several players.
Fabio Borini and Ricardo Rodriguez are reportedly looking for new opportunities after struggling for playing time, while Krzysztof Piatek's indifferent form has created doubt over his future.
"Unfortunately, I think the market lasts a long time," Pioli told a news conference.
"No Milan player must allow himself to think about the market. If I saw a player not very focused and determined then I certainly wouldn't select him. We only have to think about the game."
Left-back Rodriguez should make his fifth Serie A start of the season against Atalanta with Theo Hernandez ruled out through suspension.
Attacking midfielder Suso appears set to keep his place despite being booed by Milan supporters during last weekend's 0-0 draw at home to Sassuolo.
"Suso is fine," Pioli said. "He didn't like the boos but he will have to react and demonstrate his quality.
"He is an important player. I have seen him looking very well in training. I expect a lot from him because I know he can give a lot."
Milan sit 10th in Serie A, having won six of their 16 league games this season.