The Argentina striker was amongst the goal scorers in their 3-1 win on Saturday.
Milito said: "I am happy and one always arrives at a new club with the desire to do well. Obviously I owe a great deal to my teammates, I train in an extraordinary environment and it's easier to play as part of a very strong side."
Milito even provided the assist for Esteban Cambiasso's strike at the Dall'Ara.
"I am happy for him as, quite aside from being a wonderful player, he is also a friend. This important goal really killed off the game."