Arriving on-loan from Chelsea in January, Felix has struggled for consistency in a Rossonero shirt.
But he told La Gazzetta dello Sport: "I was very happy to have made my debut with a goal at San Siro, in front of our fans. It was a very beautiful moment.
"I always do what is needed for the team. I am here to give the best of myself, whether I play in defense, midfield or attack. I train to the maximum and try to be ready when the coach needs me.
"Before the offer arrived, I watched Milan games and thought that I would have liked to play in that shirt. When the offer came, everything became very easy: I told my agent (Jorge Mendes) to do everything possible to make the deal happen and it went well.
"Together with Barcelona, Real Madrid and a few others, Milan is among the elite of the most important clubs in the world. It's different to wear this shirt than to wear others. And when Milan comes to you, it's hard to say no."