The former Wolves manager is being linked with Stefano Pioli's job at Milan.
Furlani said: We have a coach, his name is Stefano Pioli. We are focused on ending the season well. It did not go the way we hoped, as we are Milan and always want to win. There are a lot of rumours flying around, we just want to focus and all this talk is irritating.
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"The players said it too, enough is enough, we just want to focus on playing football, winning games and staying in second place."
Asked if he denies holding talks with Lopetegui, Furlani added: Look, dozens of names have been mentioned in the media. We are already planning the future on the transfer market, we want to reinforce the squad. This year we did not win, but that is the objective. That is what we are working on."