The Rossoneri will face Napoli in the Serie A on Sunday.
“My most amazing experience so far was my first training session with Milan,” Pato told La Gazzetta Dello Sport.
“I remember walking onto the pitch at Milanello surrounded by all those champions and I thought, ‘Mamma mia!’
“This season we are aiming for the Scudetto and UEFA Cup, these are our main ambitions.
“Napoli? I can’t wait to play. My first game for Milan was against them in January and it was an unbelieveable experience.
“They have great players like [Eziquiel] Lavezzi and [Marek] Hamsik. However, we have three Golden Ball winners in our team so it should be a good game on Sunday.”
