The Napoli attacker is pleased with how the side bounced back from being dumped out of the Champions League in midweek with a 4-2 victory over the Milan club
The Partenopei finished third in Group F - level on points with Arsenal and group winners Borussia Dortmund but behind in head-to-head goal difference - which saw them relegated to the Europa League.
Callejon, who scored the fourth and final goal for Napoli in Sunday's San Paolo triumph over the Nerazzurri, was proud of the response considering the disappointment of last Wednesday.
"I believe that this was an important win for us," the 26-year-old told La Domenica Sportiva. "After the exit from the Champions League we reacted well.
"I am very pleased on an individual level with my goal. We continue to work in every game, in every competition, to do our work and so far I think we're doing very well."
Rafa Benitez's men sit third in Serie A - five points clear of fourth-placed Fiorentina, two points behind Roma in second and eight points adrift of leaders and reigning champions Juventus.