"Today at Milan airport local police carried out a normal check on the Audi car being used by Mario Balotelli," the club said in a statement.
"Contrary to what has been reported by some sources, there was no argument between the parties and at the end of the check Mario Balotelli went to Milanello as usual for training."
Earlier, Italian media reports said Balotelli, who was on his way to collect friends, was told to move his car when he stopped in a no-parking zone in front of Milan's Linate airport.
The Italy striker did so, but then parked again illegally. Balotelli was fined by the traffic police for not having his insurance documents on him.
Balotelli allegedly reacted badly, getting into a heated discussion with them, and passing police had to intervene to calm the situation.
Hours later, Balotelli was pictured training at Milanello, talking to Paolo Berlusconi, the younger brother of Milan's owner and former premier, Silvio Berlusconi.
Paolo Berlusconi caused outrage when he told a crowd of supporters on Sunday that he was off to San Siro to see "the family's little black boy," meaning Balotelli.
Balotelli returned to Italy last week in a €20 million ($27 million) transfer from Manchester City.
He scored both goals in a 2-1 win over Udinese on Sunday.Suggest a correction