The 18 year-old striker netted the winning goal 15 seconds into his Serie A debut at San Siro.
"I had a bit of luck, too. I really didn't expect to score on my debut and I still feel goosebumps now," said the young striker after the 1-0 victory.
Paloschi only turned 18 years of age on January 4, but had already made his mark for the Rossoneri, scoring two goals in as many Coppa Italia appearances this season.
"I have had the opportunity to play at San Siro in the Coppa Italia, but there were only 5,000 spectators. Today the stadium was packed and it really is another atmosphere entirely. I am happy to have scored today and hope to net many more.
"I dedicate this goal to my family. Up until now they have made many sacrifices to take me from my hometown of Bergamo to Milan and I owe it all to them."
He added: "I have Ronaldo, Pippo Inzaghi, Pato and Alberto Gilardino ahead of me. I can only learn from these great champions.
"Inzaghi is my idol and after the goal he gave me compliments."