After Ronaldinho scored early, the Red Devils equalised through a lucky Paul Scholes after 36 minutes and then went ahead 3-1 when Rooney netted twice in eight minutes midway through the second half.
The England striker says that the quality of United was always going to show out and despite a late goal Clarence Seedorf goal, was happy to get a 3-2 result at the San Siro.
"It was a disappointing start but after that we did well to get back into it. The second half we stepped it up and we fully deserved to win, we were always the better side," Rooney told Sky Sports.
"When we went 3-1 up I thought it was only us that looked like scoring. The goal keeps Milan in the tie but 3-2 in the San Siro is a great result."