Rafael Leao scored a clinical opener to open the scoring inside 10 minutes, but Dominik Szoboszlai made sure that the Reds went in at half time level with a superb curler into the far corner.
Ruben Loftus-Cheek stroked in Milan’s second to get the Serie A outfit back in front in the second half, and they were two ahead when Swiss striker Noah Okafor swept home a sumptuous third from Alexis Saelemakers’ pick-out.