Gattuso insisted that “nothing has been decided yet” concerning the transfer but all the talk has unsettled the 31-year-old Argentine and the team.
“I’ll be honest with you, I saw one of the worst training sessions since I have been here,” Gattuso told a pre-match press conference.
“All this talk is not good for him. I spoke to Higuain, it’s right we do this.
“I want to see people who are mentally ready to do battle and Higuain at this moment is not ready.
“I am not disappointed in him, I too have been a player. I did everything I could and he behaved correctly throughout.
“I accept his choice, just as I did with Leonardo Bonucci (wanting to return to Juventus) over the summer.
“This team needs calm, focus and enthusiasm, elements we have been lacking recently.”
Milan paid 18 million euros ($20.75 million) to sign him on loan, with a clause to make the deal permanent for a further 36 million euros.
Milan are sixth in Serie A, two points adrift of the Champions League places.