The former Chelsea midfielder made the switch in January.
"Milan is good, and I am settling in nicely, which is important," Essien has told FIFA's official website.
"Everyone is friendly at the club and [they] are looking after me well, so I cannot complain.
"We are all working as a team to bring the club to where it belongs, and with time, I have no doubt the glory days will be back.
"I am lucky as well as proud to have and to still be playing for the best clubs in the world. All in all, I have not done badly and long may it continue."
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