The 30-year-old made his debut for the Nerazzurri and marked it by setting up Milito to score the second goal of the evening.
"The important thing was to bring home the three points and it was a good performance, as the team played well," Cassano told Sky Sport Italia.
"I am very happy. Playing with Milito and Sneijder is easy, it's very simply for me to combine with these teammates.
"Of course we have to improve physically, as we are only at the start of the season."
Cassano signed for the club from rivals AC Milan earlier this week.