Theo has been heavily criticised this week after his dismissal for diving in the draw with Feyenoord, which ultimately saw Milan eliminated from the Champions League.
Dumfries told Serie A Today: “Obviously on the pitch, we don’t like each other very much, I can’t say that we are friends outside because that would be a lie.
"But we have a mutual respect: in the game we each fight for our colours, we also clashed at the European Championships but that’s part of the game.
“Off the field, we don’t have any problems, but on the field, we only think about winning: there are many clashes, but it’s a natural thing in football. I can’t say we like each other, that’s for sure.”