The Barcelona skipper has said that the Rossoneri have a special place in his heart, and acknowledged the danger of travelling to San Siro with the wrong approach
The Spain veteran has revealed that if he were to move away from the Catalan side, Milan would be his number-one choice.
"Milan are a team that I love," the 34-year-old told reporters at the press conference ahead of the clash.
"They are my second team. I have always said that if I left Barcelona I would like to go to Milan."
Massimiliano Allegri's men have recently added former Citizen star Mario Balotelli to their ranks, and the Blaugrana captain is well-aware of the threat that is awaiting his team in Italy.
"Milan are a good team that have made many changes. They have improved a lot recently and will play us at a great time. We respect them, especially considering the history they have.
"The danger from them is very clear – they have some great players. This year they have begun a new project and are growing all the time.
"Everyone at Barcelona knows that it is a complicated tie. If we don't do things the right way, we will go out.
"We are not afraid of just one player of theirs, but having said that, Stephan El Shaarawy is playing well at the moment."
Milan are awaiting the Liga table-toppers at the San Siro on Wednesday, February 20.