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The story appeared in Friday's press but Milan coach Massimiliano Allegri claimed to know nothing about it.
"I didn't know anything, I only found out about it from you," he told reporters.
"Of course it's logical that it's not good, that's not the kind of hour an athlete should be out and about.
"But when someone goes out to dinner a long way away, it can happen that the night drags on."
However, Allegri gave Ronaldinho no encouragement in terms of reclaiming his place in the team.
The 30-year-old has not started in any of Milan's last three games and despite injuries to fellow forwards Pato and Filippo Inzaghi, he's not likely to get a start against Fiorentina on Saturday night.
"It's difficult to see Ronaldinho on the pitch at the same time as (Zlatan) Ibrahimovic and Robinho," added Allegri.
Although Allegri was quite casual about the whole late night affair, Milan vice-chairman Adriano Galliani seemed less than impressed.
"These are our things which have nothing to do with the media," he said.
"I haven't seen the reports but we resolve our own things in house and not through the media."
When pushed on the subject he replied curtly: "It's none of your business."
Milan are top of Serie A following their 1-0 win at Inter last week but Ronaldinho, whose contract runs out at the end of the season, has found himself shunted onto the sidelines as Allegri has abandoned his early season 4-3-3 formation for a more conserative 4-3-1-2.