The Spain international thwarted the striker in his last outing and has now opted for an alternative choice of nightwear following the "historic event"
Reina made the vital save during Napoli's recent 2-1 over the Rossoneri at San Siro and proceeded to ask Balotelli for his jersey after the game.
The 31-year-old told Onda Cero: “I wear very special pyjamas now.
“It is made up of the Milan shirt Balotelli was wearing when I saved his penalty and some Napoli shorts.
“After saving the penalty, I couldn’t resist asking him for his jersey, as it was an historic event. He gave it to me and I brought it here to create an unusual pyjama kit.”
The Spain international joined the Naples club on a season-long loan deal from Liverpool during the summer and revealed his secret behind keeping out a Balotelli spot-kick.
He continued: “How did I save the penalty? By waiting one second more than Mario did. His strength from the spot is that he’s so calm he is able to wait until the last second before deciding where to place the ball and how to hit it. I waited more than he did and it went well.”
Napoli are currently unbeaten in Serie A having won six of their opening seven fixtures and trail leaders Roma by two points.