Montolivo proud to lead AC Milan to victory over Juventus
Despite being at the club for just a matter of months, the midfielder was given the role for the evening after Christian Abbiati was ruled out of the match.
"It was an honour to be made captain of a side as prestigious of Milan," the Italian international commented.
"I thought we played well, especially in the first half," he added. "It was a great Milan.
"The penalty? It looks like he [Mauricio Isla] didn't touch it with his arm, but it is an error that can happen and trick the referee.
"Despite that incident, it was an excellent display."