The 24-year-old has emerged as one of the strongest defenders in Italian football after making 35 appearances for the Nerazzurri this past season, having only joined in 2015.
The Copa America Centenario kicks off in the United States tomorrow, with the Colombians facing the host nation in the competition's curtain raiser in California.
And Murillo has insisted that he is solely thinking about the Copa America and helping his nation get as far as possible, amid rumours on his future.
"What happens outside is there. I am keeping my head completely on the tournament. These matches must be addressed seriously", he's quoted as saying by Inside Futbol.
Everton's John Stones has been linked with a move away, meaning Murillo may be seen as his replacement, but it remains to be seen by whom, considering the Toffees have no manager at the moment.
West Ham, meanwhile, have a couple of stellar centre-halves in Winston Reid and Angelo Ogbonna, but are they enough to push them up a level in terms of status?