Chelsea boss Thomas Tuchel steps in to block exit amid AC Milan interest
Ziyech arrived at Chelsea with an injury and started just 15 Premier League games in his first campaign at the club.
The Blues are well stocked with attacking options and the 28-year-old struggled to get into the side ahead of the likes of Mason Mount, Kai Havertz and Christian Pulisic.
Italian outlet Calcio Mercato claimed in June that AC Milan were keen on signing Ziyech.
Chelsea were said to be undecided over whether to let the player leave and would listen to offers.
However, the same outlet now reports Milan's chances of signing the player are almost impossible'.
That is because Tuchel has used the Morocco international regularly in both the pre-season friendlies and in the UEFA Super Cup against Villarreal.
Ziyech suffered a shoulder injury in that match after opening the scoring in Belfast.
After the match, Tuchel said the problem looked serious.
The German said: “If you take a player out during the first half, it is serious.
"It was unfortunate because he has been a very decisive player in the last games."
Milan did not make an official approach to Chelsea for Ziyech but were hoping to receive a signal that the player was available on loan.
However, they will now pursue Croatia international Nikola Vlasic instead.