The 26-year-old has also been linked with Milan's city rivals Inter, who are said to have resigned themselves to missing out on Manchester United left-back Patrice Evra.
Cissokho joined Liverpool on a season-long loan last summer but the club are set to pass up the chance to make the deal permanent.
The Frenchman suffered an injury early in his loan spell and afterwards never established himself as a regular in Brendan Rodgers' starting 11.
This summer will see Cissokho search for a new club with reports suggesting that Valencia aren't keen to have him back.
Cissokho was spotted in the players' and families area along with Kevin Prince-Boateng and Kaka's parents.
The player was flanked by his agent Fabrizio Ferrari, which further suggests that the trip was for business rather than pleasure.