The QPR midfielder is on-loan to the end of the season.
He said: "I don't know why I didn't play at Fulham, but now I am at Milan where there are many important players.
"My debut went even better than I expected, but I know that I can do much more. My objective is to remain here and get Milan to take up their option on me.
"I've never played in the Champions League, so it will be a truly unforgettable moment."
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