Ambrosini made his comeback from a muscular injury, though he lasted only 33 minutes at San Siro in a 2-0 victory.
"I just wanted to thank the fans, as I did everything to be here for this game for a thousand reasons. I wanted to come full circle tonight," he said.
The fans held up banners saluting him for 'writing your name in the history' of Milan and gave him a standing ovation as he limped off.
"I didn't think I'd have other chances to salute the supporters, but I'm happy I did it. I have no regrets, as I knew there was the risk I'd get injured.
"The emotions were different to a normal game. I wanted to be here and experience it at all costs, even against the advice of many people.
"I wanted to play for the team, who were in a bit of an emergency situation. I'll be out for a while, but it was worth it to be here."
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