The Italy international midfielder is currently sidelined, but voiced his frustration last month at his lack of playing time under new boss Leonardo and hinted he could seek a fresh start in January.
“Rino is like a brother to me,” Kaladze told La Gazzetta dello Sport.
“I know what it feels like in this type of situations, but he must stay calm. If you get edgy, you will never recover.
“But he knows that he is a leader for us and if he is well he will play. Besides, it’s never nice to leave Milan…”
Gattuso has been heavily linked with a move to Premier League side Manchester City and is expected to hold key talks with Milan chief executive Adriano Galliani during the Christmas break.
Vince Masiello, Goal.com