The 31-year-old spent four seasons in Spain, before re-joining the Rossoneri in the summer, and has admitted that it was tough to be away from a club he feels a great affinity for.
"I hope to score my 100th goal as soon as possible and it would be great to do so against Ajax on Wednesday," he told reporters.
"The Milan shirt is like a second skin to me. I used to dream of wearing this shirt and I hope to continue doing so for many years.
"In Madrid I had a nice experience, but it was difficult as well. I've grown a lot professionally but I needed the warmth and faith of the Milan fans. I missed the Milanello atmosphere, the history of the club."
Milan host Ajax in the Champions League on Wednesday.