Kaka paraded the trophy at the Stadio Giuseppe Meazza before kick-off in last night's 1-0 win over Celtic.
"It is true, I wanted a goal tonight. That clearly wasn't meant to be. I tried my best, then the rest is out of my hands," he told Sky Italia television.
He almost netted a fantastic strike, as he ran from his own half to waltz past a series of players only for Evander Sno to charge down the finish.
"The Ballon d'Or is a great responsibility for me and it is important to have that sense of responsibility within the squad," he added.