Balotelli hit the headlines repeatedly for his antics at Manchester City.
"I do miss him, actually," said Milner. "He was crazy, he liked to be the centre of attention and it was like having a 12-year-old in the dressing-room at times.
"But he was a good guy, he was harmless and I hope he does well in Milan. He's got ability and hopefully he can prove it over in Italy.
"You'd get those days where you'd think 'Mario - not today, leave it out,' but it was very hard to hate him, despite the crazy things he did.
"At times Mario would step out of line and one of the lads would tell him. If he ever did that, it would go off, but half-an-hour later he would come in and apologise."