The Partenopei were trailing 2-0, but completed the comeback to win 3-2 in under 30 minutes with a Zielinski brace and Dries Mertens off the bench.
“We didn't have a very strong start and created very little, allowing Milan too much of the initiative," confessed Zielinski to Sky Sport Italia.
“During the half-time break we discussed the situation and how to change it. Although we did concede a second straight after the restart, we showed that we are a great team who can turn any situation around."
It was their second comeback of the season after a 2-1 victory away to Lazio.
“We had two very important wins, but it's only the beginning. We must continue with this same attitude and determination every game.
“Carlo Ancelotti told us that this year every player will be used when he's in good shape. I am happy to have given my contribution so far, but we have many interesting players."