Several former players and pundits have suggested Milan needed to shake things up and rely less on stalwarts such as Pirlo, Clarence Seedorf and Gennaro Gattuso after a disappointing couple of seasons.
However, the Italy midfielder does not agree.
"If I thought Milan's aim was a good place in the standings I'd be at Chelsea now," Pirlo told Gazzetta dello Sport. "I want to win. That's not just words. I'm convinced this is possible.
"You'll see what the historic group can do. We'll make everyone rethink and eat lots of criticism."
Chelsea boss Carlo Ancelotti tried to sign Pirlo, the cornerstone of his Milan side that won the Champions League in 2003 and 2007.
However, owner Silvio Berlusconi said this week that Chelsea's offer had been rejected and the 30-year-old would stay at Milan for the rest of his career.
New coach Leonardo's insistence on keeping Pirlo, Milan's main creative force after the sale of Brazil playmaker Kaka to Real Madrid, was fundamental, he added.
"Ancelotti didn't take it so well," Pirlo said. "I spoke to him and he understood. I told him Leonardo had dug his heels in and this is a source of pride for me."
Pirlo was also confident his side would deal with the loss of Kaka and retired captain Paolo Maldini.
"Obviously the absence of Kaka and Maldini will be felt, but each one of us will give a bit more," he said.
"Their goodbyes closed a chapter, now it's time to write another and I'm happy to be here to try."