Kaka has insisted he was never distracted by talk of a move from Milan to Real Madrid.
Rumours of a switch to the Spanish capital have subsided after Real admitted they could not prise Kaka away from Milan.
Kaka admires the Primera Liga and also the Premier League, but he insists he is happy at Milan and not concerned by speculation about his future.
"It does not bother me. I like Madrid's interest because I think they only look at the world's best players," Kaka told Sport.
"It is an historic club with some great players. As I have said, I would only ever talk about this if the two clubs reached a deal, but I have just renewed with Milan until 2013 and am very happy.
"This is for the clubs to worry about. I am not involved.
"I would be lying if did not say that I am a big fan of the Spanish league and the Premiership. I see games from those two leagues frequently and they are great. But Serie A is also fantastic and, as I have said, I am very comfortable with Milan."
Part of Milan's summer rebuilding programme could see Ronaldinho arrive at the club from Barcelona if the two clubs can agree a fee and Kaka would welcome his Brazilian compatriot, despite critics claiming that they would not be compatible.
He said: "I have no doubts that Ronaldinho is a great player. He has an innate talent that few players in the world possess.
"He is going through a bad time and I think that comes from both professional and personal things.
"With the greatest respect, I think that he knows only too well that things are not going as he would like.
"I have played with Ronaldinho for Brazil and we never had a problem with each other. I would love it if he came to Milan because he is a winner and could recover his form. It would be great if we signed him and he helped us to win trophies."
Milan won the UEFA Champions League last season and Kaka admits it will be difficult to watch the final without being involved.
This year's showpiece will be an all-English affair between Manchester United and Chelsea and Kaka believes Sir Alex Ferguson's side could have the edge.
"Manchester United are the favourites because of the way that they are playing in the Premier League," he explained.
"They have a great team, maybe the best in Europe, although in a final like that anything can happen. Sometimes the smallest details decide such matches."