Urby Emanuelson scored the only goal of the game to hand the Italian giants a narrow victory but the coach was satisfied with the improvement in his team's performance.
Di Matteo admitted that a lack of sharpness in the final third of the pitch cost Chelsea, but backed striker Fernando Torres to make a difference in that regard.
"I thought Hazard was interesting on the left and he looked a big threat but the organisation today was very good," he told the club's official website.
"It is always better to win, it gives you a good feeling, so we are disappointed with the result but I thought there was a big improvement from Wednesday's game.
"We get into good positions in the last 20 to 25 yards but we are missing a little bit the cutting edge in those areas, and Fernando Torres only played his first 30 minutes today, plus we are integrating new players - but we had a lot of good possession and good combinations.
"The final pass was a little bit missing today and in front of the goal we need to be a bit more clinical at times.
"It was a very tactical game for long periods of time. There were small periods in the first half when it opened up a little bit and maybe towards the end after they scored we got a little bit stretched because we tried to equalise, but Milan are a good team with a lot of internationals so it was a good test for us."
|CHELSEA TO RECLAIM PREMIER LEAGUE?|
|9/2||Chelsea are 9/2 with William Hill to win the Premier League next season|
Di Matteo believed that the chance to experiment with his starting line-up had been the main benefit of the club's tour of the United States.
Many of Chelsea's players returned to the squad late after Euro 2012, and others, such as Juan Mata and Daniel Sturridge, are still competing at the Olympic Games.
"The squad is not together yet and it is just pre-season so you have the opportunity to try different solutions and options to see how that works," he explained.
"It has given me a good opportunity to have a look at some of our players and see what role they can play immediately or in the near future.
"That is what pre-season games are for, you give some youngsters a chance and see how well they have developed and what kind of future they can for us.
"Now we have two weeks and we are in a good position because we haven't had any injuries. We have players who have played 90 minutes, and every day the new players play with the squad they will learn about each other a bit more."
The 42-year-old also took time to thank the Blues' US hosts for the quality of the facilities they used during their stay.
"All four cities have been very welcoming and the training facilities have been very high standard, and the pitch tonight was perfect," he said.