The 18-year-old forward, who is preparing for his side's Milan derby clash with arch rivals Inter on Saturday, had the chance to move to Arsenal before deciding on the Rossoneri.
However Niang is happy with his decision and feels he can develop into a top player with the Serie A outfit.
He told La Repubblica: "Can I become the best in the world? I can make it. A club like Milan is the ideal place to grow because of the many champions here that you can learn from.
"If I regret not going to the Premier League? No. Arsenal wanted me. When Milan showed up, I had no doubts."