Mexes clashed with Chiellini in the penalty area during last night's 3-2 win for the Old Lady, catching the Italy international with a stray arm.
The French defender was dismissed for a second bookable offence later in the match, but Cheillini believes that the incident is deserving of retrospective action.
He told Sky Sport Italia: "Some people are repeat offenders. Toughness and determination in football should be praised because you have a hard tackle and shake hands, but this is not football.
"This sort of thing needs to be punished heavily because it is not fair play and it is not football. I've had some tough tackles in my time, but I don't recall ever doing that.
"We fought back and had finished the game 3-1 up with Milan down to 10, but we almost let them back in."
Chiellini recovered from that tussle to score late in the match, volleying home from close range to help the Bianconeri stay unbeaten this season.