The 22-year-old has been linked with several teams, including Italian giants Juventus and Milan.
But Milan are his favorite club.
"I've always been a Milan fan and my idols were [Ruud] Gullit and [Marco] van Basten," Rossi told the Gazzetta dello Sport on Wednesday.
"If [Milan general manager Adriano] Galliani would call me, what would I do? I would reply with a 'hello'."
Rossi produced a superb performance after coming on as a second-half substitute in Italy's 3-1 victory over the United States in the Confederations Cup.
He scored twice to help the Azzurri grab an opening victory.
Rossi's suitors could increase after the tournament but Villarreal are trying to fend off any potential interest.
"To our way of seeing things, and seeing the progress and quality of the player, as well as his youth, there are very few clubs capable of signing this player," Villarreal general manager Jose Manuel Llaneza said.
"Just seeing what he's doing in the Confederations Cup is what he has done since he came to our team. Rossi is a forward of a very high level and a great future.
"Not that today he has a price, but I can assure you that Villarreal would not talk for less than £35 million."
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بعد غياب 36 عاما.. مصر تستضيف دورة الألعاب الإفريقية 2027