The Real Madrid trainer revealed that the fans were louder whilst he was at Inter as he prepares for his 100th Champions League match
The Portuguese has coached at a number of the world's biggest stadia, but he revealed that the fans in Milan were like no others he had come across.
"Many will criticise me, but if I have to choose between Bernabeu and San Siro, I always go with second, where supporting is special," he told Economico.
The former Porto and Chelsea trainer celebrates 100 Champions League games when Los Blancos take on Manchester City on Wednesday, and he revealed he has been slightly lucky in the fact that he has reached the milestone so quickly due to his success in the tournament.
"Fortunately I have never been eliminated in the group phase and, therefore, the number of games per season has never been less than six," he continued.
"I twice did the maximum of 13 games per season, and in four others I had 12 matches. It was all very quick. Today, I remember the first game in Madrid with Porto, and it even seems like yesterday."
A winner with Porto in 2004 and with Inter in 2010, the 49-year-old naturally has a number of fond memories of Europe's premier club competition, though, they are not necessarily the victories in the finals.
"There are many, but I mainly remember the Manchester United-Porto game that made us feel that we could be European champions," he added.
"Also the Chelsea-Barcelona match where we won 4-2.
"The Inter-Barcelona semi-final when Milan won 3-1 [is also special].
"The second leg - the one I call the game of heroes at Camp Nou - when we were reduced to 10 for more than an hour. It was special because we were able to lead Inter to the final in Madrid."
It has not all been rosy for the 'Special One', with semi-final defeats in 2005 and 2012 providing him with his biggest regrets.
He continued: "The two semi-finals, Chelsea-Liverpool and recently Real Madrid-Bayern both hurt, especially the semi-final lost against Liverpool with a goal that actually did not cross the line. Since that day, I have been waiting for the goal-line technology."