Emanuelson showed terrific composure in taking the ball wide of Timo Hildebrand before coolly slotting the ball home from an acute angle, to score the game-winning goal
Urby Emanuelson scored the only goal of the game, with the Dutchman finishing smartly after a quickfire counterattack from the Rossoneri.
Still reeling from the shock of losing star duo Zlatan Ibrahimovic and Thiago Silva to Paris Saint-Germain, Milan fans were given little grounds for optimism after Saturday's Trofeo TIM defeats by Juventus and Inter.
However, they will have been buoyed by what they saw from a side still shorn of their Euro 2012 contingent in Gelsenkirchen, particularly during the first half.
Indeed, Stephan El Shaarawy, picking up where he left off in Bari at the weekend, looked particularly lively during the opening 45 minutes and the forward drew a fine save out of Timo Hildebrand early on before Emanuelson fired a free-kick just wide.
However, Schalke slowly gained a foothold in the game and they took control after the break. It was Milan, though, who made the breakthrough shortly after the hour-mark - Emanuelson slotting the ball home from an acute angle after a terrific one-two with Robinho.
Former Rossoneri forward Klaas-Jan Huntelaar missed a great chance to restore parity when he nodded over moments later, as Milan ultimately held on quite comfortably to claim a morale-boosting victory.