The Rossoneri remain Italian football's second-most successful side behind Juve, whom they beat on penalties to win this competition a little over two years ago.
After picking up back-to-back wins either side of the winter break, following a run of four matches without a win or a goal, Gennaro Gattuso will be looking to pull off an upset in Saudi Arabia.
Ahead of the midweek showdown in the Middle East, Sports Mole looks at how Milan could line up.
Despite the ongoing speculation over the striker's future, though, and indeed his questionable form, he is expected to start against the club he is on loan from.
There will be no Suso for Milan due to suspension, however, meaning that Lucas Paqueta may come in for a second appearance - having made his debut in the Coppa Italia win over Sampdoria - following his mid-season arrival from Flamengo.
Caldara, Biglia and Bonaventura are the Rossoneri's other absentees, but Gianluigi Donnarumma is in line to return after being benched against Sampdoria.