The 23-year-old French international was linked with the club last week.
Ben Arfa's agent, Frederic Guerra: "Newcastle are not the only club interested in him, there are also three German clubs and other French clubs.
"We have seen Milan four times; in the last conversation they said to me that the player was of interest, but they can't do the business at this time.
"As an agent, I couldn't ask the reason. The player doesn't have a problem with clubs to choose from and hasn't got a problem with Marseille letting him go."