Balotelli told CNN in an interview that he had come close to abandoning the match after being insulted by visiting Roma fans at San Siro on Sunday.
"If it happens one more time, I'm going to leave the pitch, because it's so stupid," he said.
"I was about to leave the pitch on Sunday but they are going to think that I wanted to leave because maybe we had some difficulty with the game...."
Milan were down to 10 men at the time and the game ended 0-0.
"I said it's better we play and then we talk, but if it wasn't for this reason I was going to leave the pitch," Balotelli added.
Sunday's match was halted for two minutes by the referee while announcements were made warning the fans to stop their abuse. Roma were fined 50,000 euros for the incident on Monday.
Balotelli said the incident had changed his way of thinking. "I always said if it happens in the stadium, I would just do (behave) as if nobody had done anything and that I don't care, but now I think I've changed my mind a bit."
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