Menez was snapped up on a Bosman.
"For me this is an important moment. I have felt great confidence from the start and that is why I am here," Menez has begun to reporters.
"I hope to rediscover a great Milan and there is every reason for this, starting with the new Coach.
"We are not playing in the Champions League, but I think we can fight for the Scudetto.
"Then in came Laurent Blanc and things changed. If I feel the confidence [of others] then I can give my best, for me this is essential.
"My role? I am ready to adapt to the decisions of the Coach. With Inzaghi I have spoken a lot, I can adapt to different roles.
"Milan are a great club. Now we think of work, there is a nice atmosphere here and so I am happy."
For the big stories and the banter follow us on Twitter: @tribalfootball