Milito dominated the Oscar de Calcio awards last month.
He told FIFA's website: "Every goal has a special place in my heart.
"Obviously some are more important for the team than others, like goals that win cups and championships.
"One that I like to think back on is the goal I scored in the 1-0 victory over Siena. It was a very tense, tight game and that win secured the League for us.
"There's also the goal I got in the Final of the Coppa Italia in Rome, and the brace I scored in the Champions League Final in Madrid.
"They were both difficult and very different to each other. I think the second brought it home to us that we'd won the cup, or as good as won it. That's why I felt a sense of release when I was celebrating it.
"It felt so amazing to be so close to the title, and it was a feeling I'll never forget. Every time I look back on that Final I realise just how much I enjoyed it from start to finish. And that's just the way it should be."