Monza honorary president Paolo Berlusconi has cast doubt on selling Daniel Maldini.
The forward, formerly of AC Milan, has been linked with the Nerazzurri.
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Asked about the prospect, Berlusconi said: "It would be blasphemy."
He also discussed with La Gazzetta dello Sport the process of selling a minority share in Monza: "(The plan is to) sell a share, preferably a minority one, to then project it towards a solid club that can invest further.
"(Mario) Gabelli (of GAMCO investors)? The due diligence is over, the dialogue is open. But I repeat, if the deal were to come to fruition, it would initially be a minority share, also because we cannot walk over (Adriano) Galliani's dead body (smiles)."