Neill's appearance at a training camp for the Italian side in Dubai during the Serie A winter break was widely reported as evidence the Socceroo was poised to quit West Ham United to join David Beckham and Ronaldinho at Milan.

However, The Sun-Herald can reveal Neill was in Dubai on a club-sanctioned trip and was accompanied by a West Ham physiotherapist during his stay in the Middle East.

The West Ham captain was invited to watch Milan's training session, close to where Neill was staying, by friend and former Socceroos teammate Zeljko Kalac, one of the Italian team's goalkeepers.

"Lucas was given permission to take four or five days off by West Ham and they even assigned one of their physio team to look after him for a few days," said Neill's agent, Paddy Dominguez.

"Lucas knows Zeljko Kalac very well and he was invited by him to come along and watch training.

"Milan made some enquiries about Lucas previously but that was a year and a half ago. We haven't spoken to them recently about him going there or playing there. The truth is that he was there to see a mate."

With the new year ushering in speculation season, Neill has been linked with a move from West Ham during the January transfer window.

With six months left on his contract he is free to talk to other clubs ahead of becoming a free agent in June and speculation has suggested West Ham may seek to sell him for a fee while they can.

However, Dominguez said neither Neill nor West Ham had signalled any intention to part ways, contradicting British newspaper reports that suggested last week Neill had been told by West Ham he "will not be getting a new deal" and "he can leave the club for free in the January transfer window".

"Lucas will be staying for the rest of his contract," Dominguez said. "He is happy at West Ham and West Ham is happy with Lucas. He has no intention of leaving and he has been told they have no intention of letting him go."

Rather than sell players, West Ham manager Gianfranco Zola plans to add to his squad during the transfer window.

The club is understood to be willing to sell Craig Bellamy, who is keen to leave, on the condition that selling the former Blackburn and Liverpool striker would raise funds to invest in other transfers.

As a defender who may be available to other clubs for free in six months, any potential sale of Neill would be unlikely to generate sufficient funds to make a sale worthwhile for West Ham.

The only reason they may consider shedding Neill during the transfer window would be to slash their wage bill.

While Icelandic owner Bjorgolfur Gudmundsson is desperate to sell the Premier League club, West Ham are in one of the strongest financial positions in the competition. Demonstrating how the global credit crisis has affected football, Gudmundsson needs to sell West Ham after accruing debts of close to $150 million following the collapse of Icelandic bank Landsbanki, in which he held a 40 per cent stake.

Neill does have potential suitors. Following Harry Kewell's transfer to Galatasaray, the Turkish club also made an approach for Neill - Kewell's close friend - but was rebuffed by West Ham even though a $12 million fee was touted.