The striker left San Siro for Chelsea, but begged for a return to the Serie A giants two years later.
“Milan is my home. It is where I became the player who won the Ballon d’Or and the Champions League,” he told Sky Italia television.
“I think the first seven years spent here were the best for me and it’ll be tough to get back to that level, considering my age, but I’ll never give in. There are objectives ahead of me and I know what I must do.”
He added on his goal against Zurich: “After two years, scoring my ‘first’ goal for Milan is fantastic. I was waiting for this moment for a long time and it was wonderful.
“I could see my teammates were eager to help me score, but the best thing was certainly the reaction of the fans. From my first day at San Siro they were spectacular, encouraging and always helping me along.
“I have scored many goals in my career and all of them were important, from the debut against Lecce to this latest with Zurich.
“In my life I tried to net a few overhead kicks and went pretty close, but I still dream of a goal like that! The most significant, obviously, was the final penalty at Old Trafford. That had a very special meaning, different from the rest.”