The on-loan Manchester United fullback hit a beauty for Sunday's win.
He later said, "I am happy for this first goal but much more for the performance of the team. The attitude was right and we proved it.
"In all matches I try to do my best and give my best for the club. It is not easy to change positions every match but I want to give my best for Milan and the club."
Dalot will be part of Milan's squad for Thursday's Europa League round 16 first-leg clash at Old Trafford.
He added: "It's a special occasion, I can't lie. I'm happy to see teammates and a stadium that has given me so much. Now I'm a Milan player and if I play I'll give my best for the club. If we arrive with this confidence we will be able to do well."