The 22-year-old was thrust into the starting lineup when Giampaolo Pazzini suffered a thigh injury during the pre-match warmup, but went on to score both goals in a 2-1 victory on his debut for the Rossoneri.
"I was supposed to be on the bench, but then Pazzo hurt himself so I played instead," Balotelli told Sky Sport Italia. "I'm happy it turned out like that, as I put in a good performance.
"It is a good start, but now I must continue scoring goals. We created a great deal this evening, but Daniele Padelli made some good saves.
"We deserved to win and in the end we did it."
Milan are fourth in Serie A, three points behind third-placed Lazio.