Dalot has joined on a straight season-long loan, though Milan are already exploring the prospect of a permanent deal.
“When one knows that something is wrong, he has to work to improve. I know I have to improve in defense and also in attack," he said at a press conference on Tuesday.
“This is the right place to do it. Here is the right mentality, I just have to keep working to improve myself.
"I hope to become a complete player at Milan."