The France international thoroughly enjoyed his stunning overhead kick in the San Siro side's important away win over the Belgian champions
The France defender beat the Anderlecht goalkeeper with a stunning overhead kick from outside the area to gift the Rossoneri a 2-0 lead in the 71st minute, and help them on their way to a crucial Group C victory.
"I didn't know what was going to happen before [I scored], but after controlling the ball with my chest, the only thing to do was to give it a go," Mexes told Uefa.com.
"Happily, it worked out for me. I scored some beautiful goals with Roma, but they are nothing in comparison.
"You only score a goal like that once in your career, especially as a defender.
"It's something to savour."
Mexes' strike against Anderlecht was his first goal of the season.